The biggest problem that you run into playing a villain is that, on a fundamental level, it's a game of the other people playing along. In a romance, you need two people to be on-board. With a villain, everyone involved has to be on board and willing to work together to smooth over the rough points. They have to believe that the character they're dealing with can field a credible threat against them, despite usually being no more or less powerful than anyone else.
An interesting look at incorporating bad boys & girls into RP!