[quote=@TomeBinder]
"Bad Guys" can be much more fun to play, but you have to let go of morals, which is quite hard to do sometimes. Even when what you're doing is not real, and has no bearing on anything what so ever. It's quite interesting really.

Ever played a game, where you get certain moral choices? You know, A) Give the kid back his bike B)Trade the bike back for the kid's hat C) Punch the kid, run off with his bike. 

You have to keep hitting that C option over and over. Sometimes doing that just feels wrong though, even though you know it's a game.

Get what I'm sayin'? 
[/quote]

I don't think you necessarily have to let go of morals, your bad guy can just have their own moral code. A villain needn't be pure evil to be a villain, they just have to go about achieving a goal in the ethically wrong manner. I think the best villains are those who have some ambiguity to them. They don't always do what we might call the "wrong" thing, and their ultimate goals can even be something that a reasonable person might agree is necessary--they are relatable. Those are also the scariest villains, because then you start to see that *anyone* has potential to be a villain. 

Let me give you an example from a story idea I've had for some time, but never actually written. This character, Daycan Myru. Without getting into to much detail, his people were betrayed by the king of the fictional land, Laranya, ages ago in the setting. He's now the last of his kind. His ultimate goal is to restore his people and retake the land that was promised to his people. The king at the time, however, renigged on his promise, and slaughtered Daycan's people. Daycan ends up awakening a powerful demonic-like entity to throw the land into chaos--basically causing a giant war, so in the confusion he can retake the lands that belong to him. He also intends to destroy the evil entity himself. 

One can hardly blame Daycan for wanting to retake what was promised to him, to do right by his people. But he's going about it in a very nasty way. Yet he also intends to destroy this evil being that was in the world in the first place. Granted, he awoke it, but he's also going to end it, or try to anyway. 

I think villains that aren't just pure black and white are the most fun to play. They seem more human, they have their own moral code of sorts, and you can still be the bad guy! Look at Anakin Skywalker's story, that's another prime example :)