Evil for for Evil's sake: Stories are often just about the hero, even though alot of the time the villain is the more interesting. I prefer my antagonist with baggage or even better, a different concept of right and wrong. Evil just for evil's sake is just bad writing, and a cheep way to defeat him away is to make him/her see the light. This is why I hate what the elements of Harmony did to Nightmare Moon.

It is a well known fact that the more issues a character has the more interesting he/she is to read. This is why Anti-heroes are so easy to make better than the hero. Unless you are really good at writing multiple subtle layers in a story, it is hard to give the Protagonist any heavy baggage. Since this is true, The villain should be the easiest one to make interesting, and yet alot of times the villains are written blander than the hero.

There is probably a reason for this, probably because most writers have to figure out the baggage thing themselves. If there were classes dedicated to teaching how to better write a story, and all the things you have to learn with time/luck. There are probably classes in college for this, except this should be a basic class, taught to everyone like math. It would not only help in stories and movie writing, but in other things that require empathizing with others. (but that is enough of that.)

Do not get me wrong, I love a twisted character, but give a reason for him/her to be twisted. The good and evil/black and white view isn't wrong either. Just some of the perceptions about how it is used is, such as that good is a universally defined set of qualities, or that every villain must know they are the villain. It is too often scene as a limit, or and excuse for something to happen when the setting itself should provide a conflict without spawning anything in unexplained. Nightmare Moon's jealousy didn't require anything suddenly able to take over Luna's mind.

Here I will try to put some interesting Heroes that are given some baggage without having to be evil or anti-heroes:

'Madoka' from Madoka Magica

(hmm that's about all I can think of off the top of my head. I'll add any suggestions. I also almost added the conversion bureau, except the author's don't seem to realize the baggage they put in their own stories, so they don't count)