Firstly good and evil are like beauty, in the eye of the beholder. It's all about perspective. To somebody evil and good are something, to another they are another. There is no universal good and evil (putting aside religious idealism which i won't mention any further due to forum rules probably having something against discussing religion) and thus what is good and what is evil is largely decided by the people. Now villains, not being normal individuals, are thus seen as 'evil' as they go against society as a whole, or the most part of it, or at any rate inflict damage upon part of society. Social animals like humans will of course, living in a utilitarian scientific context, try to protect their society and as such will classify anything opposed to their wellbeing 'evil'. However from a rational third party perspective there is no such thing as good or evil.
When i consider villains who 'call themselves evil' i think of The Regurgitator and other posers and wannabe mall goth villains who think they're so big but they're not. Firstly they have no reason to do what they do, so they're illogical and irrational, secondly they make real villains fighting for worthy causes such as myself look bad because we get associated with these freaks, and thirdly the term villain is used to describe them as well as us so that creates more confusion. Of course at a palce like this you also have more precise terms such as magnificent bastard etc etc... As a 'villain' who fights for a cause i see as being worthy (Being Holmesian and logicalwith my data i of course treat this worthiness as a fact but for the sake of forum policy i'll call it an opinion) i find these self made villains stupid and dangerous.
The problem with these 'i'm evil' types is they are evil (i/e commiting 'evil' acts for no reason aside from commiting evil acts) without reason, and thus they are irrational as there is no reason to do that, and thus they make us real villains/rebels for a worthy cause seem illogical and irrational power crazy megalomaniacs, which distorts the truth and fairness quite a bit. In a comedic cartoon of course this isn't such a problem, as it can be seen as a watered down satire from the normal perspective of villains, and if it isn't taken seriously i'll let it pass (theres much worse that gets by these days on the old box) but when in a cartoon taking itself pseudo seriously or seriously like avatar you expect a Zukoid villain and not a Firelord Ozai type.