For the most part, we have to behave ourselves in polite society. We obey the traffic laws (except for speeding) on the way to work. We hold open the elevator door when we see someone rushing for the door, even when we're running late for a meeting. We buy the Girl Scout cookies out front of the store, even though we're trying to stay on our diet. When our co-worker says something incredibly stupid, we politely nod and try to quickly change the subject.
Given all of these forced niceties we have to endure throughout the day, it's no wonder we need someone we can live vicariously through that breaks societal rules. We need a person that would have cut off that semi and then given them the finger with a devil-may-care smile even as the semi driver blasts their horn. We need that guy who presses the elevator button as the other person is rushing towards the door and allows the door close on them while smirking and giving them a condescending little wave. The Girl Scout would find herself getting haggled like it was a Middle Eastern bazaar and when the co-worker that makes a stupid remark about how Austria started out as a penal colony would have someone their to call them on their idiocy.
Enter the anti-hero. There is something about that person we need to identify with. A person who not only bends the rules, they willfully break them and have a great time doing it. The anti-hero is the persona that gives way to our id, and allows us to delve into a world where we can let loose and not give a damn about the repercussions. Just like the good doctor giving way to the temptations of Mephistopheles, we to need to enjoy a modicum of sin in our thoughts. We want to identify with the likes of Elric of Melnibone, or Bruce Wayne's alter ego, or any one of a dozen other rogues and scoundrels who we can admire, even as we loathe them.
For the most part, the vast majority of us are good people. We might drive a little fast in the morning on the way to work. We might fudge our tax returns slightly. We might harmlessly flirt a little with that cute co-worker, even if we are married. However, at the end of the day, most of us stay on the path of "good" (as your own deontological or teleological viewpoints might define what being good is). Aside from the occasional venal sin, almost all of us would more likely find Dante and Virgil perusing us in Paradise moreso than in Inferno in our afterlife.
So, with this introduction, I have to ask: What character is it that you like to identify with most, and why? Who is your guilty pleasure? When you want to embrace your darker nature without crossing the line to greatly, which anti-hero is it you choose?