I think some villains have redeeming qualities and cause you to have a love/hate relationship for them. Not in all cases though. At a certain level cruelty cannot be forgive.
Some people/characters you can grasp where they came from and why they ended up the way they did. Your example of Snape for instance. I thought he was so well written. I wish the movies gave him more time on screen. I honestly at first found myself hating Snape and then by the end of the 5th book I loved him. With Snape we see that he does know how to love. He does care for people. He's not perfect...he's human. We learn about his inner struggle with Harry. He has sworn his life to protect him out of his love for Lily but at the same time Harry is too much his father's son. Every time he looks at him he is reminded of all the horrible pranks that James did. Does he act coldly towards Harry, yes. But when it counted, when it was important, he did everything he could to save him.
You can love the fact that someone makes a good villain.
Voldermort, I have no love for. He was completely evil even as a child. I have a hard time identifying with people who have no redeeming qualities. He made a good villain. When something/someone is pure evil they always make for a good villain. Good vs Evil always appeals to people.
Joffery....I hate that blond little monster. He was wrote to be hated and the actor surely makes you hate him on screen. He has no sense of empathy, no love, no compassion. I place a lot of blame on Cersi for the way he grew up.
When Stanis is talking to Davos about Jeoffry...telling the story about the cat. He killed a pregnant cat, then cut open her stomach and killed each and every one of the kittens. I was deeply sickened by it. Then all the hells that he puts Sansa through. First the emotional pains he put her through. Watching her father be killed, constantly reminding her of it. Telling her how he is going ot do the same to her brother. Then there is him having her beaten. He had her stripped in front of his guard. Then when she finally thinks that she will be free and safe from him because he is marrying someone else. He tells her of how he plans to rape her over and over again. He leaves a bad taste in my mouth. He like his mother wants complete power but he uses it to fuel the fires of his hatred. If he wasn't such a sissy I am sure it would be even worse. I could see him growing up to be a serial killer if he ever grew some balls.
Again, I sill blame Cersi for the way he is. I mean if you look at the other 2 children, they are normal. Tommen infact is a very sweet and loving child. But they were raised more by teachers and servants I feel.
As for Little Finger. I like his character. He is very intelligent. He would be an expert at chess. He is very good at making people into pawns and moving them where he wants them to go. Although, there are some things are are beyond his control for sure. i.e. Ned's death. He didn't want him dead, just out of the way.