Some of you may be aware that in my copious spare time, I also run plots for Crucible City MUX, a superheroes game. I go through phases where I'm embarrassed to admit it, so depending on timing, some of you may NOT know. ;-)
So I roleplay antagonists, villains, the occasional plot point and flavor characters in structured scenes. I've run everything from wrong-headed idealists to megalomaniacs to madwomen to mercenaries. I build my plots up from character: I've got X idea for a primary NPC, what would they do and why? Because of this, it's been very important for me that I understand why every character is doing what they're doing. Very few people really think of themselves and their occupation as evil; to avoid this question, to me, leaves a very flat individual.
One character I created started as an idealist - we'll note his mundane name is Casimir. He formed an association with himself and a few others as much with the idea that he could rein them in as for his chosen crusade; an ecological one, noble enough if one weren't willing to go to criminal extents to advance it. One of them became the love of his life despite some leanings towards psychosis, and they had a daughter together who never learned about her father because ... mouthy kid. Things began to fall apart when one of Cas' companions, Irune, contracted a deathly illness that nothing could cure. Casimir struck a deal with a malevolent nature spirit to cure her and things went downhill from there. He showed up in a second plot after his wife died; he was coerced into serving lest his daughter fall into villainy. She didn't appreciate the help. To add insult to injury, his boss at the time was Irune - who had, in being cured, set herself up as the next host to aforesaid malevolent nature spirit. So from honorable villain to, "This is my fault, isn't it."
On the other end of the spectrum, take Soren. Mercenary, assassin, coolly unrepentant - one of my more direct stabs at a Hannibal Lecter mentality, which is something I've always aspired to. He remained entirely pragmatic about his situation, held no grudges against his opposites, even expected nasty treatment from the heroes after he's killed one of their allies. He believed himself to be strictly a go-between; to quote, "I'm the hand on the knife, not the blade or the intent." In an unnerving way, I think I even managed to make him likeable.
Anyhow, that's what I try to do. I think it helps my writing tremendously to spend these greater chunks of time behind questionable mentalities. It's that much easier to build a solid, comprehensible thread.