I don't write villains. I write antagonists. Villains, to me, are cliche because they have absolutely no motive for what they're doing. They're just evil to be evil. Antagonists, on the other hand, have a motive, a deep, complex motive that makes you realize they're more human than monster like villains are.
I don't consider the modern day Joker a villain because his disturbed childhood is, in itself, a sort of motive for his psychotic behavior. His mentality is warped because of it; therefore, I consider him an antagonist.
I like books with antagonists because most "baddies" in real life have motives for what they're doing. Although we see them as evil, they see us as evil as well. Antagonists make you realize that evil is a subjective thing, whereas villains don't really have you contemplate on this at all.