I do. There's something about them that is just plain fun to write.
Okay, so I don't get really graphic with the evil in my stories. I don't normally watch horror flicks, and don't often read uber-violent thrillers. My entertainment choices are more character driven than plot driven.
Maybe that's why I like being able to write about the bad guys. Someone once told me that every person is the hero of his or her own story. Very few people are pure good or pure evil.
The best heros in any story are the flawed ones. Take Harry Potter, for example. No matter what you think of the story, it's the obstacles Harry faces that make Harry a believable character. Who wouldn't feel for a kid with such a rotten family life? And Dumbledore? His knowledge and willingness to help those less fortunate make him just awesome.
Even Professor Snape is a great character. He hates Harry. He hates Harry's father. But he loves Harry's mother. And Snape does help Harry when necessary.
It's not just fictional characters who have these multi-demensions. Arguably one of the most evil men in history, Adolf Hitler didn't drink, didn't smoke, and was a vegetarian. Interesting.
As I write, I keep Harry and Hitler in my mind. Not only does my hero have to be flawed, but my anti-hero can't be all evil, either. It's as important to me who did it as why they did it. The reason someone committed the crime in my mysteries has to make sense....at least to the evil-doer.
Maybe that's why I enjoy writing about the bad guys. It gives me another perspective on the same story.