Kougaiji and Bunchu are characters that had circumstances been different would have been the foremost fighters on the "good" side. That's what makes them tragic and also very interesting. If anything, they show more commitment by being on a side they don't agree with than the heroes ever do. Kou will always be my second favorite behind Sanzo (I just can't shake the cranky monk).

Anime has a tendency to make very interesting villains sometimes, much more so than typical western fare.