If I can be so bold as to offer a tip to those considering RPing villains, try not to think about being evil. Many of the greatest villains believe as strongly as heroes in that what they do is right, or for the betterment of the world.
Go about your business as usual, and try not to be a raving psychopath (hard to roleplay without any previous RL experience

). Those that try to stop you are to narrow-minded to see that what you are trying to create will help mankind.
I dunno if that helps, but roleplaying a villain can often be more fun and more believable when played in such a straightforward manner. Naturally, you sometimes have to turn a RL blind eye when you have to do something unsavoury. It's a cliche, but checking out the alignments section in say, the D&D PHB might help give some inspiration.
Oh, and apologies for derailing this topic a bit. Yes, I think I'll have a pop at villainy.