Evil has always been cool:
Homer, Illiad and Odyssey: The Illiad begins: "Sing muse the wrath of Achilles ...". The theme is not Achilles' virtues, his beauty, courage, and skills as a warrior, but rather his blind fury when his friend and lover, Patroklos, is killed in battle by the Trojan Hector. Achilles' flaws are what make him interesting.
Likewise, the "wily" Odysseus. He's a lying, theiving bastard, whoring his way across the Mediterranean, after participating as a mercenary in the sack of a city. When he gets home he kicks butt, at one point skewering several men with a single arrow, for no reason other than they were wooing his wife after he had been gone for over a decade and presumed dead. Not what I would call a "role model"
Virgil, Aeneid: After having an affair with Dido, the widowed Queen of Carthage, our hero simply leaves her. "Sorry, babe, I have a city to found! Later!"
Milton, Paradise Lost: The star of this epic is no one other than the brightest angel of them all, Lucifer, who decides it is better to reign in Hell than serve in Heaven.
Goethe, Faust: Doctor Faustus is of course the protaganist of this one, but all the best lines go to the devil, Mephistopheles.
Mozart and Soren Kierkegaard, Don Giovanni: Mozart in his Opera, and Kierkegaard in his masterwork on aesthetics, Either/Or, both portray Don Juan, the notorious seducer, as the coolest of the cool. The climax of the opera is when the Don gets dragged off to hell by a statue.
I'm sure I missed a few but those are my favorites.
Inspired by Oolong, who could not understand why I ed-cooled this node, and provided me with the excuse for making myself cool as liquid nitrogen. BWA-HA-HA!