I love all of the characters I create, but obviously I like some more than others (no parent should openly admit to their children who their favorites are though). I follow the tradition of telling a story from a hero's point of view, sharing their experiences and innermost desires, but it's really the motivations and the overall awesomeness of my villains that keeps me wanting to write more.
My mom always says I'm a little strange and a little evil myself. In reality, I would say that overall I'm a nice guy, but maybe, just maybe I would like to be the villain every once in a while. Every other person in the world has a proclivity towards the darkness (but it's often provoked by the people we have to interact with on a daily basis). It's always said that for every action there is an equal and opposite reaction, for every yin there is a yang, and yada yada.
For every good story, it is always suggested that any major villain must be equal to or greater than the hero in some aspect so that the hero can have the chance to journey, find enlightenment, become stronger, or whatever the case may be so that he/she can eventually overcome the evil and also so that the audience will be intrigued enough to follow the hero on his/her quest to conquer his/her counterpart. In my case, when I create my characters I prefer to make the villains the coolest, whether in appearance, in character, in skills or wit (even though I've been doing so unintentionally for awhile now. But it is what it is). A great evil requires a greater force of good to defeat it, so maybe it stands to reason that an awesome villain makes for an awesome story as well?
I won't show sympathy to Satan, but if the path to heaven were easy and there was nothing to fear, would mankind worship its true savior any more or less?