A good answer, Reiko, but let's take this and expand upon it.
Nobody ever wants to be a villain. That's like saying someone would just wake up one morning and say, "Oh, boy! I feel like being a dastardly prick today! I shall kick this puppy and and eat this baby, and the world will bow before me!" (That is, unless you happen to be a character or have a personality thinner than a piece of paper.)
There are generally two reasons people take up the role as villains, so to speak. The first one is rather boring from a literary standpoint, slightly stereotypical, and tends to be more of a hand wave in literature than an actual reason: the character in question is insane and is incapable of making logical decisions. While you can do great things with an insane character played properly, it tends to be used by itself as justification rather than as a device. In real life, however, insanity is in fact a major reason why things get as bad as they do- people who are incapable of using reason getting into a position where they can do whatever they want.
The second reason is much, much more interesting, in that it is logical, reasonable choices made by completely sane, intelligent people, willing to go to extremes to get their jobs done.
First off, please remember that nobody ever chooses the worst option. People make different choices based on information they have, or a lack thereof. If asked to kick a puppy and eat a baby, to use the example above, no one both sane and in real life would ever do so- it's just unreasonable!
Well, Edge McFaceLord III, Esq. just chose to eat the baby and kick the puppy. Why? Let's throw some theories out there.
1. I know something you don't about this baby and this puppy. What would happen if, say, the baby wasn't eaten and the puppy remained firmly unkicked, they would be ritually sacrificed to a dark god that would help herald the end of reality afterwards? The character in question has knowledge they can apply from outside the context of the question that isn't necessarily shared with others. Which leads into my next point...
2. I'll do it so someone else can benefit/no one else has to do it. Basically, because the 'villain' is making a shameless choice that he will be ostracized for in an attempt to help someone else. He might have just won a million dollars for charity, obtained the cure for cancer, and solved world hunger all at the same time- but he will be forever remembered as the crazy man who just ate the baby. Alternatively, he might make this decision for his friend- if he knows that his best friend, Child Eater Jr., is being pushed by his father to carry out the family business, he might bite the bullet for his friend so that they aren't forced to make the decision.
3. If I eat this baby and kick this puppy, perhaps people will... be my friend? Respect my decisions? Stop asking me if I'll be a stereotypical cartoon villain as part of a survey so I can get back to my studies, goddammit(!)? You'd be surprised what people will do under societal pressure. There's a reason peer pressure exists.
4. I ate this baby so that I could prove that I am the Ultimate Lifeform. Megalomania, narcissism, and egotism can cause problems, even if they aren't bad enough where they fall under the umbrella of insanity. Perhaps they felt that by making this evil choice, they could both boost their self-esteem as well as make others fear and respect them as a superior person for making the hard choice.
5. I find the reactions of others realizing that I have made this choice amusing. What would you do if Edge McFaceLord III, Esq. told you that he just ate a baby and kicked a puppy? You'd probably react with disgust, back away, perhaps even shout something along the lines of, "How could you have possibly done this?" He reacts with a shrug and a smile, for he just had his decision justified for him. This is why the term 'Don't feed the trolls' is a popular internet rule for dealing with provocateurs- if you deny people reactions, their reasoning for making poor decisions just to see the results would be significantly less justify if people aren't reacting to it.
6. I did it because I didn't know what would happen. Ah, curiosity. The natural desire to pursue knowledge, and one I can understand. Say, for instance, Edge McFaceLord has taken some lessons from his best friend's successful father, Child Eater Sr. He tells Edge McFaceLord III, Esq. that babies taste good, after all, and it's not as disgusting as those haters lead you to believe- in fact, child eating has a long history. And kicking puppies is therapeutic- Edge McFaceLord III, Esq. is in college, after all, and he could use the stress relief. So when Edge McFaceLord is presented this choice, perhaps he decides to try it, just once- and then he might be disgusted with himself afterwards, or perhaps, even, he'd start to agree with him.
These are flanderized examples, sure, and certainly not all of them, but hopefully they help prove a point.