Nightfall Series: Prince Vladimir has destroyed human civilization and isn’t above Cold-Blooded Torture or killing children to further his goals. At the same time, he’s very polite to his enemies and even gives Myra writing tips.
Paradise Rot: Jackson Farraday is just so nice about biting people's throats out.
Brennus: The Dark, King of Supervillains and Father of Metahumanity. Despite being, ya know, the first supervillain in history is a pretty friendly guy, family man, and full on Benevolent Boss. In the story proper he's rarely seen doing any actual crimes - altough given the fact that he runs an organization which controls 60% of metahuman crime, and approves or rejects all the other villains evil schemes, he probably doesn't need to - and routinely helps the heroes defeat S-Class threats, or sends his underlings to. Macian claims that when he was a hero, he was better than many modern heroes.
Put The Sepia On: Lime, the main villain, appears to be this. The detective protagonist goes back and forth on whether or not it's an act, but ultimately decides it isn't and that Lime IS, minus all the murder and cannibalism, a pretty nice guy.
Temoc was the High Priest of a religion which practiced Human Sacrifice and under the new regime is a notorious wanted terrorist. He's also a loving father who cares about Caleb's well-being (including asking about his love life) despite their differences in "politics". At one point, Temoc breaks into Caleb's apartment for a clandestine meeting and takes the time to make his son's bed and straighten up the place. Not to mention, he thinks he's doing the right thing and kind of has a point.
The King in Red is a terrifying deicidal sorcerer turned lich... and a great boss who looks out for his employees and citizens.
Khayon, the Villain Protagonist of Black Legion. He admits he took part in multiple genocides, he works for Chaos and at one point, he flat out Mind Rapes a man, but with how serene and gentle he is as a narrator, you can't help but like him. Bah, he's far nicer than many loyalists.
Baron Dreadgreave from Yahtzee Croshaw's Mogworld.
Don Vito Corleone from The Godfather. Along with the politeness and generosity that carried over to his film incarnation, it's also established that he really does prefer to negotiate, spending hours trying to resolve disagreements between other crime lords without reacting to any insults or jokes made at his expense. Plus, he's shown to be utterly revolted when he discovers that the film studio executive Jack Woltz spends his afternoons molesting young girls - to the point that it became one of the reasons for the decapitation of Woltz's horse, Khartoum, thus giving us one of cinema's most iconic scenes.
In Hungover and Handcuffed there's Matamoros, a world class assassin who's unfailingly polite and friendly, and even buys the main character a sushi dinner to kill time while she tries to figure out a way to stop him.
In Asshole Yakuza Boyfriend, Matsunaga and Pointe are both extremely friendly, reasonably, and polite career criminals who are at least somewhat complicit in the illegal sex trade.
The classic here is "Long" John Silver of Treasure Island. He is a lot brighter than his fellow pirates, wise enough to plan for his old age instead of spending the loot the minute he gets it as most of them do, and is visibly courageous when faced with impending death. He has a sense of honour, too: when he suspects Abraham Gray, the pirate who repented and rejoined the Squire's party, of telling tales, Captain Smollett's angry denial that Gray told or was asked anything is enough for Silver to consider the matter settled on the spot. But he's not a mere Anti-Villain - he schemes, lies, betrays and murders without remorse. Don't think he's soft just because he Would Not Hurt A Child.
Count Fosco, the polite, jocular, podgy, and harmless-looking arch-villain from Wilkie Collins' Victorian sensation novel, The Woman in White, is an early example of this trope.
The Count Fosco of Douglas Preston and Lincoln Child's book Brimstone is a direct reference to Count Fosco of The Woman in White, and acts this way through the entire book.
Aornis Hades, villain of the second Thursday Next book, Lost in a Good Book, meets Thursday a few times and sees no reason why her plans to destroy Thursday's mind and everything she holds dear doesn't mean they can't be friends.
A literary example which is likely behind the character of Hannibal Lecter is Humbert Humbert, the handsome and erudite pedophile and narrator of Lolita.
Tom Ripley from The Talented Mr. Ripley and other novels, while a Magnificent Bastard and Sociopathic Hero (in one book he tricks someone who snubbed him at a party into thinking he was terminally ill and manipulates him into committing assassinations for a mobster), is generally a friendly and cultured guy liked by most who meet him.
Shalhadar of Malodrax is well-spoken, admirer of arts and a curious creature who treats Lysander as his equal, despite being a Daemon Prince of Slaanesh. Arguably, all Slaaneshi daemons qualify.
Gwendolyn Ingolffsen, the eponymous villainess of S. M. Stirling's Drakon, is quite nice and friendly for a member of a genetically-engineered master race who is attempting to reduce the whole human race of the parallel Earth she find herself stranded on to eternal slavery and degradation. She sees it as merely a necessary "taming" of "ferals". There are hints in the story (and others in the series) that she's actually quite mellow for a member of her species. In fact, all Draka are like this. As long as you accept that they're superior to you in every way and do what you're ordered to do, they'll treat you like a favourite pet. Cross them, though, and you'll end up with a four foot spike up you, as they point out to you how it didn't have to be like this, if only you'd obeyed without question. The ones who aren't like this end up in the Security Directorate. They'll stake a few of you at random just to show what you can expect.
Lord Bloodford, of Kingdom Rattus. He's extremely violent, half-crazy, and has a complete monster for a king, but still tries to hold himself to a higher standard. He actively disapproves of King Marrow's actions and plans for Marrow-Vinjia, but goes along because he feels he has no choice.
General Zaroff of "The Most Dangerous Game" forces protagonist Rainsford to participate in a hunting trip in which Rainsford is the prey after wining and dining him, giving him a night's stay in his lavish island mansion, and complimenting him on his book. (More so in the movie than in the book. In both cases, while he does start off as genuinely Affably Evil, he quickly slides into Faux Affably Evil._
Dexter can be quite kind and considerate, devoting much time to gaining his girlfriend's children's trust and doing his best to keep his sister and coworkers at least not displeased with him. This sometimes puts a dent in his recreational activities, although his protective response to children can lead to his selection of "quality time" targets.
In Dragon Bones, Kariarn is this. He seems to operate under the assumption that being nice will get him what he wants much more easily than being nasty - he executes an underling for not being affably evil, but nasty evil, thus making himself unpopular with the people he was intended to rule over one day. The reasoning being that one can't be hated by all the people and still survive. That's also why the villain intends to make a deal with the hero - conveniently, the hero is the rightful heir to a strategically useful piece of land, where the population is too stubborn to accept any foreign ruler. His plan is to attack the land, have the rightful heir pretend to defeat him, and walk away with a grateful ally whom he just helped get his castle back - the hero is currently deemed unfit to rule, and has been replaced by his uncle.
Grand Admiral Thrawn is almost terrifying because of this combined with his tactical genius. He's such an Affably Evil Magnificent Bastard that he reached the second-highest formal rank in the xenophobic Imperial Fleet despite being visibly alien. His troops revere him, and his enemies respect him. A single line in the novel Dark Force Rising, when a pregnant Leia despairs that he's going to succeed in his attempts to kidnap her, is what really makes his charming demeanor creepy.
"... who would smile, and speak politely, and take her children away." [emphasis added]
Thrawn's Watson and protégé, Captain Pellaeon, starts out this way before the Hand of Thrawn Duology, where he's a protagonist in his own right and really can't be called evil despite being the head of Imperial forces.
Professor Moriarty, archnemesis of Sherlock Holmes. Yes, he was the mastermind behind virtually every criminal activity in the whole of London. But he also behaved in a relatively curious fashion in "The Final Problem", when he and Holmes faced off. He was tracking Holmes and Watson up the mountain in Switzerland and could have attacked at any time; instead, he sent a fake messenger to lure Watson away from the place, as he had no intention of killing the doctor. He also, when he finally did confront Holmes, was polite enough to give him the time to write a farewell message for Watson to find when he came back. Upon learning that Holmes was on the verge of putting him away, his first response was to go to Holmes' lodgings and politely ask the detective to withdraw, as it'd be quite a shame to have to kill him to preserve his empire. This is continued in Moriarty's second appearance in the (much underrated) novel "The Valley of Fear", where an Inspector who meets him describes him as "a very respectable, learned, and talented sort of man", and states that "When he put his hand on my shoulder as we were parting, it was like a father's blessing before you go out into the cold, cruel world." Holmes couldn't help but chuckle at the irony.
The White Court is labeled as the most dangerous of the three vampire courts because many of them act like this. The rest are Faux Affably Evil, but are still quite skilled at being friendly and nonthreatening up until they rape you to death or kill you through sheer terror. In particular, Lara Raith is shown to be a genuinely civil and affable woman who tries to limit bloodshed and talk out her issues with others, before resorting to cat's paws to kill her competition in inordinately elegant manners. In Turn Coat, Lara hangs a great big lampshade on this. "A monster. A habitually neat, polite, civil, and efficient monster" as she's feeding wounded employees to her kin. One of the creepiest scenes in the whole series.
Marcone's a mob boss, responsible for much of the drug and sex trade in Chicago, along with various murders and the like, but he does have a highly developed sense of honor, and has helped pull Harry's ass out of the fire more than once. The heroes reluctantly admit that a united Chicago criminal underworld in Marcone's control tends to be less dangerous for bystanders (thanks to the Mob Bosses' Freudian Excuse) and sex workers. They still think he's scum, but know well there's worse humans out there.
He's the devil we know.
Aurora, the Summer Lady: kind, caring, friendly, and helpful to a rather angry Harry Dresden, right until she goes batshit insane. Played with: later books reveal that she was Brainwashed and Crazy as the result of possession by an Outsider.
Max Batu is a jolly, almost monk-like figure; he is polite, genuinely friendly, and the last person in the world to be suspected of murder. However, Max earns a living as a psychic assassin with the power of the Evil Eye, putting his victims through the most agonising pain of their lives before their deaths. On no account call the man a liar.
Clemael, the (self-employed) Angel of Mercy and protagonist of Hand of Mercy, is unrepentantly Fallen. But that doesn't stop him from being polite, concerned, and surprisingly tolerant of Helen's quirks, for most of the book.
From Jacqueline Carey's Kushiel's Legacy: the main villainess, Melisande Shahrizai, is evil through and through, but she is always smiling, calm, and collected. Not even engaging in Maniacal Laughter when it might be appropriate. She's intelligent, charming, very pleasant company, and will even give you a fabulous farewell party before killing you off.
Visser One deliberately invokes this trope, going for a Reasonable Authority Figure vibe as opposed to Visser Three's megalomaniacal tyranny. Keep in mind, though, this is reasonable by Yeerk standards — in other words, she'll still kill her underlings at the drop of a hat, she'll just maybe save them from their dying hosts if she's in the mood.
Joe Bob Fenestre from The Warning comes off as mild-mannered and polite for someone who's secretly a Serial Killer and Yeerk cannibal.
In one of the prequel books, Visser Three himself seemed to fit this when he was younger/in his earlier host body, prior to becoming an Evil Overlord.
Warrior Cats has Sol, who, although a bit self-centred, is seen as nice and polite by most cats who meet him...Until he starts playing mind games and manipulating them for fun.
Abraham Quest in Stephen Hunt's The Kingdom Beyond the Waves, so much so that for much of the book you're not sure if he's good or bad until he decides to destroy every sentient being on the planet who isn't a follower of his.
George Wickham in Pride and Prejudice. He is described as quite charming and "amiable", which causes both Elizabeth and Lydia to fall for him. It is only when Elizabeth finds out the truth from Darcy, that Wickham tried to seduce and then elope with his sister Georgiana in order to get access to Darcy's fortune without having to do a day's work, that his true character comes out. And then, Wickham runs off with Lydia, nearly ruining the Bennet family until Darcy pays him to marry her.
The insanely smart, educated, and incredibly cultured radio deejay, Jean-Loup Verdier, in I kill, with his highpowered knowledge of music, a voice that melts your socks, and a personality to woo women AND men. Switch off air and he's still cultured, highly intelligent, and oh so grammatically polite, but he kills and skins the faces off people to make his dead brother beautiful again. Still very polite, though.
In Lord Dunsany's The Charwoman's Shadow, the Evil Sorcerer is perfectly polite to the hero, even if he omits that, by asking for his shadow, he is effectively asking for his soul. He's even polite when describing how great magicians have high honor in Hell.
Yefim, the Mordovian gang enforcer in the Dennis Lehane novel Moonlight Mile, is quite friendly and jovial. Even when he's threatening Patrick Kenzie's wife and daughter.
Forgotten Realms: Jarlaxle, of R.A. Salvatore's The Legend of Drizzt novels. He won't hesitate to kill innocents, works for the highest bidder, doesn't seem to be inclined to turn down any sort of job, uses slave labour consisting of "lesser races", and once had a guy's face set on fire as a method of coercion. He manipulated events to start a war over the port of Luskan. After the fighting was over, with tons of citizens dead and the city partially destroyed, he made sure that food was scarce by preventing the flow of supplies into the city, and starved the people of Luskan until they were ready to rebel against the new establishment and install Jarlaxle's associate as the new ruler.
But he's almost always in a good mood (even when his life is in danger), is a clever Deadpan Snarker on those occasions when the situation doesn't visibly amuse him, has joined forces with Drizzt and his friends on more than one occasion, and and has saved Drizzt's life seemingly out of the goodness of his heart at least twice. Search this wiki for CMOAs and CMOFs associated with Jarlaxle. There are quite a few, because a lot of fans consider Jarlaxle both awesome and funny.
In other words, he's a mercenary-minded adventurer, but of the "sneaky bastard" type, rather than the "Blood Knight" type. Also, Luskan wasn't an innocent halflings' glade. It's (among other things) a major pirate nest with Arcane Brotherhood and Kraken Society jostling behind the High Captains' "throne". These behaved halfway decently only due to being bullied by Waterdhavian "superior firepower".
Cory Doctorow's For the Win contains a tale of a sweatshop manager who would take the poor workers out to theatres, buy them stuff, be their bestest friend - but always find some (seemingly sincere) excuse to avoid paying their wages. One day, he vanished with all the takings, never having paid a single rupee.
Captain Shannon from The First Casualty is the personification of what the corruption war can do to the human soul. He is convicted that his merits in combat and the horrors he experienced first-hand pardon him for every atrocity he commits, like raping indiscriminately or murdering a Warrior Poet who got disillusioned with the war and was about to come out with it. He maintains a nonchalant and amicable demeanour most of the time, and apparently is sincerely devoted to the cause of victory and is concerned with the morals of his comrades in arms, at that.
Mule from Isaac Asimov's Foundation series is a more suitable target for pity than anger: he's ugly, sterile, and physically weak, but is amiable enough to befriend the protagonists. Too bad he's a psychic bent on conquering the Galaxy.
Crell Moset from the Star Trek Novel Verse, though in his case, it's a crippling need to be liked. He genuinely wants the subjects of his invasive medical experiments to appreciate him. He's not really cruel in the usual sense, he's just lacking in empathy, and believes his science takes priority. Not only does he take steps to try and make his victims feel at ease - including singing pleasant songs - but the closest he gets to threatening is childish pique when people won't let him perform his experiments. In the Star Trek: Voyager Relaunch, as part of a Continuity Nod to Star Trek: The Battle of Betazed, he seems to genuinely think that the Betazoids were selfish in the extreme for taking back their planet and disrupting his earlier work there.
The Overlord of the Redeemers in Star Trek: New Frontier. His entirely self-serving moral code allows him to justify anything he wishes, as it's all "the Will of Xant", to which he, humble as he is, is a mere servant. Affably Evil definitely applies, as, true to his self-image, he's pleasant, soft spoken, and comes across as entirely reasonable in his conversations with others. He's quite friendly, really, for a genocidal warlord.
Huffer is happy and friendly, and willing to cut deals with the enemy to solve things non-violently if he feels he can get something out of it.
Swoop just genuinely wants to be everyone's friend and hug and love everybody, and apologizes profusely whenever his orders involve nasty things like holding people hostage.
Ratchet is a cheerful Mad Doctor who loves to make strange modifications to people, because he thinks the modifications make them interesting and genuinely can't understand why nobody ever likes or wants his changes.
Big Daddy often plays Team Dad, and always has an elderly fatherly demeanor. He often lists the Evil Virtues that they should embody, and how fighting and rough-housing help team spirit, even chatting with Side-burn's about the latter's problems.
Belvedere Delaney from Bernard Cornwell's Starbuck Chronicles is a cultured and charming spy for the Northern States against the Confederacy (explicitly not because he thinks they're right, but because he believes they'll win). He is probably (in story) responsible for more deaths than anyone else (he caused the Battle of Antietam). He also caused the capture and torture of the protagonist on spying charges (he was innocent and was eventually released), and caused the abduction (and forced abortion) of Starbuck's love interest, although they are both unaware of his role and regard him as a friend.
The old Count Magpyr in Carpe Jugulum has excellent manners, keeps vampire-slaying props around his creepy old castle to give his prey a sporting chance, and holds no grudges over the actions of past vampire hunters - even the ones who did succeed in staking or decapitating him.
In Death: The murderer in Portrait In Death is this. He truly believes that he is doing mankind a great service by killing young innocent people. In fact, he truly seems like a Nice Guy, if you ignore the murdering part.
Gone: Caine is a perfectly pleasant, polite person, until you imply that he doesn't deserve to rule the world.
Lorthas, the Big Bad of the Boundary's Fall series, exhibits this trope, always ready with a smile, a polite word, and often enough with a bottle of wine to share. He does have dungeons, but when he finds out how The Dragon is treating the prisoners there, orders conditions improved.
The Leucrotta in The Orphan's Tales is actually a fairly nice guy, if you don't try to fight him. Even then, he'd mostly kill you because that's his role in the story, not because he actually dislikes you.
In Welcome to Dead House, the antagonists are friendly with the main characters except that they have to invite them over, especially Karen Somerset, who says she wants to be a nice person but everyone needs fresh blood to survive. Same with the TV version of Karen, who would actually be an Affably EvilAnti-Villain since she actually seemed reluctant to engage in the "feeding" that everyone in the town had to do to survive, repeatedly saying she wanted to be friends with Amanda and Josh.
The creatures from The Beast Of The East just see it as an elaborate game and outside of that are quite friendly.
Della from The Curse Of Camp Cold Lake half the time was a normal kid outside of being a bloodthirsty ghost.
The plant clone father from Stay Out Of The Basement (more in the book than in the TV adaption) tried to be a good father even though he was ultimately out to turn everyone into plant clones, even comforting the kids when they worried about things.
Mrs. Maudsley in The Go-Between is kind enough to Leo even if she doesn't understand him. But her determination to see her daughter married into the aristocracy causes an awful lot of damage.
Emperor Ozorne of The Immortals varies between this trope and Faux Affably Evil, depending. He does genuinely love his birds, and really is glad that Daine could help them. For every other character, he's only playing nice.
Detective (ret.) Leonard "Sugar" Brimley in Robert Ferrigno's Scavenger Hunt could be your favorite uncle, much more interested in fishing than killing people, which he does nonetheless although he seems to genuinely regret in all but one case, who was a director of underage porn movies, so even the hero doesn't really see him as much of a loss
Mayor Oculon, the crawling eye mayor of Hollywood in City of Devils seems like a pretty friendly guy until you interfere with his horrifying schemes.
The Mann, Levinn, and Lewis Firm of occult lawyers in Pact. They are rather cordial to Blake and Ms. Lewis in particular was rather informative in teaching Blake how to deal with some threats. Even the driver they have on-staff admits to liking him as well because he's not as bad as the usual practitioners they deal with, but ultimately their goal is to put a foothold on the world for a devil to emerge.
Thinner: The mafioso is pretty friendly, if primarily towards Halleck for saving his ass in court. He's extremely vicious towards anyone whom he considers an enemy and goes on a rampage against the Gypsies to protect his friend and return the favor.
After hearing much bad things about him, James Bond in Death Is Forever is surprised to find out that the supposedly monstrous Wolfgang "Poison Dwarf" Weisen is a pleasant, smooth-talking man who wouldn't be out of place in a Christmas movie. While he talks nice, he is still an insane fanatic communist who seeks to destabilise Europe.
Commented on in the Ian Fleming-era novel of Thunderball, where one of the ground rules of the Special Executive for Counterintelligence, Terror, Revenge and Extortion is that their chairman believes that spending breath on polite greetings is not only inefficient — and he highly prizes efficiency — but hypocritical if they're already locked in to getting ahead through evil.
Victor Dashkov from Vampire Academy is a kind older man who is hiding a psychotic streak and a willingness to do whatever it takes to get what he wants.
Marshal Underwood of The Poster Children is technically a vigilante more than a villain, but his general portrayal as charming and dorky and able to get along with most people (until he needs to break their face) is difficult to connect with the guy who beat up his little brother at a party. Especially without knowing that that Mal has a Healing Factor. As Mal himself thought, intent makes a difference to the pain caused to someone.
Zenith in Invisible Line by all means appears to be a perfectly nice guy who just happens to be allied with the villains.
Traitor General, a part of the Gaunt's Ghosts series, has Desolane, the lifewarden whose duty is to protect General Sturm from danger while he is undergoing the process of unlocking his memory. Although Desolane is a servant of Chaos, brutal and remorseless in combat, he proves to be remarkably gentle and polite towards the Imperial renegade, and even develops a certain feeling of sympathy to him.
Crowley is described by the Dramatis Personae of Good Omens as "An Angel Who Did Not So Much Fall As Saunter Vaguely Downwards". Unlike the other demons, he doesn't want to bring about the Apocalypse, as he has grown attached to humans over the millennia, even though some of the atrocities they've committed with no help from any demon have horrified even him. He's also unusual among demons for never trying too hard to corrupt any one particular soul; he prefers large-scale acts of minor annoyance in the hopes that one of the many people affected will be corrupted. One chapter has him replace the paintball guns in a paintball game with actual guns-but carefully arranging everything so that no one will die, because it "[w]ouldn't be fun otherwise." It's a major plot point that he and the angel Aziraphale have more in common with each other than they do with others on their own side.
The Hunger Games: Effie Trinket is very cheerful and friendly, even though her job is, you know, to choose kids to send to their deaths.
David from Allegiant. His polite and Nice Guy tendencies are genuine, and he really does care for Tris, especially since she is the daughter of his crush, Natalie. Which just makes his complete 180 degrees opposite characterization in the second part of the novel all the more shocking, since, even with all the fiasco that is attempting to wipe the memories of his subjects and killing Tris, he is just a hard-working man with a misguided agenda.
Raguel in The Dinosaur Lords is pleasant, kind and actually kind of fun to be around. Of course, he's also the one to create the situation that ultimately leads to Falk taking over the Palace of the Fireflies, and he intends to wipe out Providence.
The Count of Monte Cristo: Luigi Vampa, who is perfectly polite to his prisoners in the one evening they have for their ransoms to arrive. The titular Count also cultivates this image toward Albert and Franz. Benedetto is remarkably likable and charming for someone who has committed nearly every crime on the books before the age of 21.
Esme of The Witchlands is very friendly towards Iseult and is honestly worried for her well-being. As a matter of fact, she acts like a typical Big Good mentor... apart from the fact that she enslaves hundreds of people and helps design a brutal conquest of the entire continent.
Dreamblood Duology: Eninket, the Prince of Gujaareh, is cultured, charismatic, well-spoken, companionable and cherishes his family, but that doesn't stop him from trying to take over the world, from having people killed who stand in his way or from using them in horrible ways.
In the post-apocalyptic setting of Victoria, nearly all of the Northern Confederation's enemies are bad-mannered, petty and spiteful as well as repulsively and irredeemably evil. About the only exception is, surprisingly enough, the main representative of the Nazi faction, Hauptsturmfuehrer Halsing, who impresses everyone with his courteousness, sobriety and manners (if not his politics).
Camus's The Fall is dedicated to exploring this trope through the person of its narrator, Clamence, who is incredibly selfish, manipulative, and dangerous, but endlessly pleasant and civilized all the while.
There are many such villains in Atharon series, but the one that stands up the most is Valiria, Manser who kills (and worse) multiple people over the course of the story and is one of the POV characters. She cares about her (current) apprentice, though.
Kings Of The Wyld: Jain and her Silk Arrows, bandits who rob Gabe and Clay outside of Cloverdale, and then the rest of the band a few weeks later. The first time, they steal everything except for Clay's shield (Jain says that Blackheart is too important to take from him), and the second time they steal about twenty pounds of gold jewelry, but make the band breakfast first. With all the money, they decide to give up on thievery and become a mercenary band.
Matrick: What a nice bunch of girls. Gabe: They certainly were. Moog: I mean, they made us breakfast and everything. Clay: Y'all are fucking crazy.
Gareth St. James in Below is utterly ruthless, but he can be a nice guy when he wants to be. Finally seeing the underground ruins firsthand, his lifelong dream, makes him jovial and effervescent. Just don't cross him.
Denman Malkuth from Dance of the Butterfly. Intelligent, charming, polite, well-dressed, and highly manipulative.
Pretty much all of the main characters from The Black Company. The Black Company may be a mercenary company usually hired by despots and tyrants, but they're just doing their job, and they're such a big happy family you can't help but love them.
The Lady in particular might be the ruler of a dictatorship and literally an evil sorceress, but not only does she treat the people who work for her well. It's well known that the "good" rebels are just as willing to backstab each other for power as her people are, and you find out she's literally trying to hold on to power so that she can keep her husband a much more powerful evil than she is, trapped in his grave.
The Daemon from The Hearts We Sold is a downplayed example. He's cold, condescending, and impersonal, but he's also polite, he keeps his word, and he never tries to screw anyone over in his deals. He also has a few Pet the Dog moments that hint he cares about the heartless troop a little more than he lets on. Ultimately a subversion, as he's not truly evil — he's no hero, but his intentions are basically good.
The Vitalizer comes across as pleasant and accommodating (if not a tad flirtatious), despite being in the middle of holding the protagonist hostage.
Lorgar, but Depending on the Author. When written by Aaron Dembski Bowden, Lorgar is pleasant, thoughtful, and compassionate; he genuinely comes off as being a good person despite being The Corrupter and the Satanic Archetype. He also knows exactly what he's falling into by throwing his lot in with the Chaos Gods, and, behind his commander Erebus, was the chief orchestrator of the Horus Heresy, a civil war that permanently changed the Imperium of Man and the galaxy for the worse. He also isn't very discouraging of the multiple Moral Event Horizon crossings of Erebus and his other commander Kor Phaeron unless they do more harm than good. Although, Lorgar does regret that those two falling in with Chaos so completely that they aren't in control of their own fates any more.