I see what you mean. Currently my favourites are the anti-hero and the anti-villain.
In my story, the MC is convinced that his girlfriend has been brutally murdered by the "anti-hero" so he immediately decides to seek revenge. It doesn't help that she's used some extensive powers against him to keep him at bay, she doesn't like her perfect world to change. So he hunts this goddess down, while at the same time receiving training from my "bad-guy" and helping "bad-guy number two" with his task. What he doesn't know is the girlfriend is actually alive, and only turns good again when she dies, striking down the heart of darkness and falling for the goddess he had hunted down in the first place.
I think it's fun to keep the audience at arms length, where they don't know who the bad guy is until the middle of the book. It's nice to keep a little bit of suspense whilst trying to have you wonder who's actually trying to rule the gods.