Despite being married to a nice guy, I have to admit that I have a soft spot for the bad boys, at least in fiction. I had varying levels of crushes on the Phantom of the Opera (musical version, not novel version) and the Goblin King in college. (But then, I'm sure a lot of people have had a crush on David Bowie at some point or other.)
There's this stereotype (or archetype?) of good girls liking bad boys. I never went so far as actually wanting to be involved with someone who was dangerous, but the reason for the fascination with the dangerous man fascinates me. It's a huge staple in literature. I'm sure that most of the women out there would rather have a nice stable Sam Gamgee than a singing sociopath, but the dashing bad guy is what sells.
I wonder how much of it is biological instinct. The little lizard part of your brain tells you to look for the other, the different, the alien - in other words, not someone who might be too closely related to you. I wonder how much of it goes back to when the "good, safe" men where the men in your village and the other other men you might encounter were dangerous invaders come to steal brides who were not too genetically similar to them. (I also think this idea of the neighboring clan abducting women may be where the stories of elves/fae/sidhe stealing people away comes from.) I think this may be where the teenage fascination with the bad boy comes from - Daddy approves of the boys he knows, so the leather-wearing motorcycle-riding boy from "the wrong side of the tracks" satisfies that instinctive need for someone different, someone "other."
The modern woman who knows that abduction is not the right way to find a bride still gets a thrill reading a book or watching a movie where a rebel highlander, a vampire, or a musical murderer swoops in and snatches his love interest away. It takes a while for ingrained instinct to catch up with 21st century sensibilities.