In the real world the biggest villains actually believe that they are good, and they use that belief to justify that everything they do, even bad things, are done in the pursuit of good. They are convinced that they are doing good and that they are pure, good people, and they don't ever feel bad.
Villains aren't like some Joker, or Dr. Evil. They are culty and give themselves a license to control and harm other people.
Prefer somewhere warmer and more tropical, like Antarctica.