"I love playing villains." - Alfred Molina
I have always thought that, if I were an actor, I would want to play a bad guy.
When watching a movie or a tv show, we may root for the heroes, but it is the villain that gives the plot dilemna gravitas.
The more dangerous or scary the villain is, the greater the challenge for our hero, and the more satisfying the final victory truly is. In the case of tragedies, the final loss by the hero can be appreciated for the hero's effort to overcome what was a superior villain/challenge.
But there is another factor in playing a villain: It is the ultimate freedom. You get to throw off society's shackles and do whatever your little selfish heart desires.
In football terms, it is the difference between being a quarterback or a linebacker. Everyone loves the quarterback, but the linebacker has more fun. I once asked Bill Bergey (former all-pro linebacker for the Philadelphia Eagles) if he thought blindsiding a quarterback was better than sex, and he said yes. (I always suspected it was)
A quarterback has to take the hits like a hero, but still manage to come back and win the game. The linebacker gets to dish out all the hits in order to keep the quarterback from winning. In football, there is the final score to determine victory. In movies and tv, the victory is only determined by the accomplishment of whatever goals the plot determines.
The heroes are stuck with all the responsibilities, while the villains get to have all the fun. To paraphrase Donald Sutherland's question in "Animal House":
"[Is] being bad was more fun than being good?"
The answer is yes.
(Hat tip to Yahoo.com for the picture)