When "it's what my character would do" is actually true.

[Psyren]

Another nice example {1} is Heath Ledger's Joker in Batman...or any Bond villain, for that matter.

The Joker is indeed a great example. There would have been no Batman to fascinate him in the first place without Gotham's criminal element having organized and putting the city under their collective thumb in the first place. Heroes arising in a setting where good already has the upper hand just doesn't make sense.

Similarly, Bond villains needthe ultimate secret agent to take them down because they're rolling in dough, henchmen and tech, and can't be taken down legally any other way.