In film and literature, the villains are the most entertaining characters. We root for good to triumph over evil and we're connected to the protagonist, but we're most interested in the bad guy.
Think about classic films and pick out the best characters. In "The Wizard of Oz," I'm glad Dorothy ends up with her family, but the Wicked Witch and her winged simians were the coolest part of the story. In "Psycho," the focus is on creepy Norman Bates. Let's face it, being bad is fun.