Anti-Villains. I despise them.
Much like the late-80s/early-90s anti-hero, the villain went through a similar journey of self-actualization (you may substitute whatever linguistic acrobatics you prefer). All of this was to add depth and "layers" to the character. And like most new ideas, everyone leapt on the "rules" surrounding the concept without understanding what the purpose was.
Rule: No one is evil just to oppose good. He's the hero of his own story and the reader must see a sympathetic element in him (or her). Otherwise, he's doomed to be a cardboard cutout of a moustache-twirling, black cloaked villain.
Reality: Part of the problem is the theory that the villain needs to be anything more than an obstacle for the hero. Take Dr. Rene Belloq, the anti-Indiana Jones from Raiders. He knows full well that he's a bad guy, but he just doesn't care. His motivations for what he does are as shallow as a dinner plate: fame. He will lie, steal, attempt rape, even murder - and not just when it's necessary. He does so, just 'cause. In short, he is a "bad guy."
There are selfish, manipulative, lying people in the real world who do what they do for their own bid for whatever they want. The thing is, you'd think that they would be seen as shallow "cardboard cutouts", but they end up with legions of people behind them. They know full well what they're doing is wrong, but they don't care. There's no redeeming factor, no sympathetic vibe. How many bullies & criminals say they did what they did just to see what would happen? Or how far they could go? Or because they don't like Mondays?
If done well, a villain can be as insidious and evil as you like and still have depth: Maleficient in Sleeping Beauty, Joker in The Dark Knight, the Master in Buffy the Vampire Slayer.
We don't have to return to white hats vs black hats, but sometimes you can just let the bad guys be bad guys.
And let good guys be good, too.
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