How do you get your baddies not to be the cardboard super-villains who only want world-domination and our hero to suffer?
This is not the key question answered in Sympathy for the Devils: How to make Disagreeable Characters Agreeable by Brian Hodge, but I think the point he makes - "We can overlook, forgive, or even empathize with just about any character flaw, no matter how bad it is or how deep it runs, as long as it’s clear that the character is genuinely resolute about getting better" - is what it all comes down to in the end:
Is your character, even your baddie, redeemable?
In many stories, the villain isn't supposed to be likeable; it's supposed to be clear that this is the baddie, the antagonist who makes our hero's life hard and miserable.
Personally, I prefer stories - books as well as movies - in which the reader/watcher can almost sympathize with the baddie. Almost. It seems more real that way, at least to me - nobody is two dimensional, not even somebody who does really bad things. Some ambition or other usually drives a person to be 'bad', do bad things, and I think as a writer, you want to get to the bottom of what that is in your antagonist.
My favorite example: Severus Snape is a constant pain in Harry's arse; I always felt while reading the books that there was a lot more to Snape and what he did, why he did, and in the end everything made so much sense - which made him a much more interesting character to me than Voldi. All he ever wanted was to be powerful enough to overcome his inferiority complexes, whereas Snape was a torn character, both in himself and for the reader, posing the constant question of is he or is he not a bad guy.
It makes everything much more interesting, IMO. The reader has to get the sense that there's 'more' behind this character than simply his ambition to rule the world - why does he want to rule the world so badly as to destroy it, f.e.?
This, as Brian Hodge put it, makes for interesting characters. It also poses the question of whether the baddie could change, if only he wanted to. If there's a way out for the baddie, it makes the possibilities so much more ambiguous and less predictable.
And therefore more enjoyable.
It's why I think it's good to have or create a backstory to every one of your characters, even if said stories never make it into your novel. It gives the characters more depth, and can help make even the baddie multi-faceted.
I create such backstories as I go along. I try not to outline too much right at the beginning, because it narrows down and eliminates many possibilities right from the start. But when I introduce a new character, I look at his motives, his reason for being in my story, and this person's backstory evolves from there, more or less automatically.