Yes, we're supposed to root for the "home team," or in this situation, the protagonist, but sometimes you can't help but root for the villain. Heath Ledger's Joker is a great example. I am a huge Batman geek, but Heath Ledger was so perfect as the Joker, that in certain scenes I was rooting for him. He's a likable villain.
So, do you write a villain that's relatable and can be understood, or do you write a villain with a sadistic mind that you find yourself wanting to murder?
It all depends on the story. In some books, you need your readers to hate the villain. You want the reader to rip their heads off, feel the pain of your protagonist. But sometimes, your story needs a villain (still evil) with a sense of humor to lighten things up.
What's your perfect villain? Is he funny or mean, tall or short, fat or skinny, does he have a scar, is he a master of Krav-Maga? Details on the villain can make or break him.