Truth be told, heroes aren't all they're cracked up to be. Have you ever stepped back and really looked at the whole hero scene? It's true they save people in dire situations. Noble, yes. Some have powers, some don't, but they are usually cookie cutter perfect. How boring is that? Where is the growth of character that makes them appealing?
Now villians are another story. Whether they are the actual antagonist or just colorfully bad secondary characters, villians bring a whole new aspect to the playing field. Unlike a hero, they are wonderfully flawed and sometimes unapologetically evil. My favorite bad guy out of all the books, shows, movies, etc. is Sesshomaru (For those of you who don't watch anime, he is the older brother of half-demon Inuyasha in the anime Inuyasha)
Sesshomaru is a full demon and is his father's eldest heir. Violent, cunning and powerful he certainly gives his half brother no end of trouble, constantly trying to kill Inuyasha and his love interest time-traveling Kagome. But he's not all bad. After stumbling across a wounded little girl who had taken care of him when he was hurt, Sesshomaru decides to use the sword his father bequethed him to bring her back to life (the only thing the sword is good for). Ren becomes his only friend, following him on his travels and slowly changing him for the better. He would kill for her and die for her, though normally self serving and evil. Point is this. He feels justified in his actions and truly believes what he does is right. It all depends on which side of the coin you stand on. What villians do you sympathize with? Why? What makes them special and how do you recreate that in your writing?