All very good views so far (Except from you, Celes. You're just silly ;P).
The "Anti-Hero" is certainly my favorite type of character and, in itself as a driving force behind most character traits and development, so is tragedy (just look at my story, after all XD). Internal conflict between emotions, morality, and humanity make for a very deep character, whether it's a villain or a hero (or anti-hero) and, because of which, normally make for more interesting stories that lead into the character's purpose within the relevant plot and story progression.
A hero however can still remain a strong character is driven by the same madness as a villain is. After all, the ideals of "Good" and "Evil" are merely lines of perspective from which defines the reader/viewer's opinions on the matter. If the character has been raised and taught to believe what they know as right and are willing to die for the cause, what is "Good" and "Evil" beyond that? Even the simple ideas of "Saving the Earth" or "Destroying the Earth" can be made more epic with the right background and movitation behind the driving characters, but ultimate goals that are more diverse from that, such as redemption, faith, and madness, can be stronger still.
Ultimately (to me), villains are also more enjoyable as characters in general, even when not within the serious appearance. They normally embody characteristics, designs, and traits that I merely appeal to over that of the hero due to the pure nature of which is driven from by these elements. An example: Look at Bowser vs Ganondorf. One is clearly more serious than the other, but both still derive traits that I would prefer from over Mario of Link (the heroes). I could delve into more details upon their qualities right now, but I won't. I gotta wrap up this post before work gets going.
In that, there's a little light on my general views. I'll try and contribute more later on.
Please, continue posting. I'd love to hear/see more from all of you. :)
THAT'S LORD GAVIN TO YOU!