Heroes are boring. Standing up for weaklings, defending the status quo, reacting instead of acting. Villains are the go-getters, the ones who put grand plans into motion, the ones who change the world.
For their own benefit, naturally.
Villains are complex individuals with tales of their own to tell, and it's hard to have a great story without them. The dark figure cackling in the shadows, the grinning corporate goon behind the desk, the evil empress sending forth her legions, the jerk down the hall who deliberately parks too close to the line every day...
Sometimes, it just feels good to be bad.