One of the problems I find with a lot of writing is that I find the bad guys unbelievable.
Take, for example, the Orcs in The Lord of the Rings. I know I'm stepping on hallowed ground by even suggesting a criticism of Tolkien, but have you ever asked yourself why the Orcs were so pissed off at everyone? Now, I'm not talking about Saruman's Orcs, who were promised rewards; but just your run-of-the-mill, cave-dwelling, dull-witted nose-picker sort of Orc who lived in the Misty Mountains and who presumably didn't give a rat's ass who won the Battle of Helm's Deep. They somehow still hated the Elves and all the rest, just 'cuz.
Well, I'm not buying it.
If you want a story that has some depth to it, which presumably all writers do, you've got to give your antagonist as much depth as your protagonist. To me, the best stories are the ones where you end up feeling some sympathy for the antagonist. You still don't want him/her to win, but you think at the end, "I almost felt sorry, there, when (s)he was ripped apart and eaten by rabid weasels."
Take Darth Vader, for example. How much less powerful would that story have been had you not felt a little sad that he had taken the path he did, when he died in Luke's arms?
A writer I know, who shall remain nameless, suffers from the worst case of One-Dimensional Villain Syndrome I've ever seen. Every story she's ever written has an arrogant, patriarchal, middle-aged white male as the villain. Furthermore, these APMAWMs are always guilty of victimizing and demeaning women, but the women always end up Showing Them A Thing Or Two, leaving the APMAWM in question to retreat in disarray. It's as predictable as clockwork. The result, unfortunately, is that besides the stories appearing completely formulaic, it leaves us wondering about what the APMAWMs do in their spare time, when they're not looking around for women to degrade. Nothing, is my guess, because these dudes seem to have no other characteristics than (1) the required anatomical equipment and ethnic group identification, (2) arrogance, and (3) patriarchiality. They have no other motivation, no other character traits, and (most importantly) no sympathetic characteristics at all.
Note that I am not objecting to this on the grounds of my meeting one, or possibly two, of the above-mentioned characteristics of APMAWMs. I respond with equal eyerolling when I read a story from the 30s or 40s which features the femme fatale stereotype. I want to find out what these women do, when they're not lounging on the tops of barroom pianos smoking cigarettes in long holders, looking for naive young men to lure into fornication. What do they like to eat for dinner? How do they pay the rent? Do they get together with friends to drink coffee and discuss how the fornication went that week? Do they subscribe to Femme Fatale Weekly?
Saying that a character is evil "just because this character is evil" isn't enough. What motivates him/her? Power? Revenge? Lust? Greed? And why has this become a driving motivation? Just as no one is evil "just because," no one becomes evil "just because." Your antagonist(s) need a backstory, a reason for their actions.
And they can't be thoroughly evil. Sauron aside, no one is 100% evil. Even the worst of the worst have some positive traits, and those can be used to set off the bad things they do, to heighten the tragedy of their characters and actions. Maybe your bad guy hates his neighbors, but loves his dog. Maybe she is greedy as King Midas but never forgets to send her mother a gift on her birthday. Maybe he's a thoroughgoing APMAWM but has given everything to the family business, so he can pass it along to his children. And so on.
Life is full of contradictions, and good writing reflects life. Don't forget that this applies to the bad guys as well as the good guys. Make your antagonists as richly three-dimensional as your protagonists, and your stories will gain immensely in depth, interest, and believability.