To me, recently I've become fond of villains who not only believe that what they are doing is morally right, but also have the support of their own nation and people. There are two reasons why I like these kinds of villains.
I'm a high functioning autistic, and thus have views of topics that seem utterly alien an incomprehensible to the majority. For example, there are some villains on this who not listed as tragic or redeemed whom I see as tragic or deserving of redemption. Some of these characters are even labeled as PE. As a result of my brain's structure, I don't often agree with the majority and have argued with the majority about a variety of topics. And when you have villains who have the support of the majority, I often identify with the heroes as they are also not joined by the majority.
I once took a college course on critical thinking, and I've learned that people are more easily manipulated in masses, by people with loud or angry voices. In other words I'm hesitate to trust the majority.