I've always been drawn to the villains, especially the morally justified ones. Perhaps it's because I'm an actor, but it's always been way more fun and interesting to get inside the head of a bad guy as opposed to a good guy. With a protagonist you really just need to have a good moral compass and that's it. You need so much more depth to play a convincing antagonist.
That said, I find the Empire to be ALMOST comically evil at times. Bioware did a great job of writing for the Empire and making their government "work." I think their experience with writing Dragon Age's Tevinter Imperium worked out well here, and the Sith seem about right for a society ruled by magical demigods. Still, I wish rank and file citizens wouldn't praise dark side decisions so much.