Not had time to get into a Villain yet with HC but Back in the old CoH/V days used to envision them as anti-heroes hunting the real villains (Dexter-ish) or those who aren't happy about the circumstances they are stuck in and (in the latter days of the game) wanted to work toward something they could better live with. Some I even envisioned as ex-heroes or formerly normal folk who were framed or stumbled into villainy. And sometimes i'd just play them as an over the top, scenery chewing, monologging, stereotypical villain.