Okay. I usually find myself cheering for the bad guys. You wanna' know why?
Because the antagonist is generally given far more character depth than the protagonist is. (There are exceptions of course, such as Fable's now legendarily laughably stupid crop of villains)
A villain who has a clear motive with a clear reason for pursuing them can be a fantastically compelling character. One thing I'm personally very fond of is a relateable, human villain. At least insofar as not being stupidly evil for no clear reason other than being a douche. Half Life 2's Wallace Breen is a clear cut example of this, brought to life by the late, great Robert Culp. Breen is a guy given oodles of (largely illusory) power that he uses to (at least in his own mind) make the best of a bad situation. He rationalizes (correctly) that if they don't kowtow to the Combine's demands the entire human race will be wiped out, and he does what he can to keep it alive, albeit at the expense of freedom, privacy and even basic biological urges. All of which he attempts to rationalize until the bitter end despite the massive amount of suffering going on. Suffer, that has, caused humanity to revolt their against their alien oppressors, which Breen equates to signing the species own death warrant. Still, hidden behind all of his tragic rationalization is the fact that this is a man, who has been (more or less) in charge of all daily affairs on the entire planet for the better part of the last 20 years. He has power and status. He's grown accustomed to it and isn't going to let it slip away without a bloody fight.
This is just one example of a genuinely great villain. Others far less sympathetic examples do exist but this is one of the all-time greats.