It has been said many times over that a good villain is the hero of their own story. Couldn’t agree more.
Personally, I like villains with complex backgrounds and high ideals that make perfect sense if you squint. Y’know, like Magneto. He has lived through terrible things and is a product of those struggles. (Plus, him breaking out of his plastic prison in X-Men 2 is my favourite scene from any action movie EVER.)
Think about Walter White or Tywin Lannister. Arguably, Tywin is the more noble of the two – yes, he lies and schemes and kills his foes, but his declaration that his actions are all for his family and his legacy actually ring true when you hold his words up against Walt’s endless lies and ego.
Sometimes it is all in where you stand. Daenarys Targaryen is a conquerer as much as a liberator, and shows no mercy to those who have wronged the weak. Remember, this is the woman who has crucified people (OK, so they had just done the same to a bunch of slaves…) She fights fire with fire and rules in some cases by asserting her values onto several different ancient cultures (not that they were necessarily GOOD, of course.) Would the people of Meereen and Pentos and Yunkai see her as a villain or a hero?
I adore a good villain and I love a solid antihero. Got any favourites?
A Practical Crown 
Hmmm favourite book hero is Scarecrow written so well by Matthew Rielly.
Anti-heroes, to date, are Tyrion Lannister (GRRM) and Jorg Ancrath (Mark Lawrence). I always love anti-heroes more than straight up heroes. They seem to have a harder battle ahead, a more interesting past and a more complex conflict within as well as without.
Robin Hobb’s Kennit is still my favourite villain ever. He behaves abominably, yet he’s anything but the black-and-white mustache-twirling baddie. Wondrously complex.
And Theon Greyjoy. I so wanted to keep hating him forever, but… Reek. Ugh. Poor, pathetic bastard.
Yeah, they’re both pretty great villains. I especially enjoy Theon. He’s not a bad guy, just messed up.