A somewhat sensitive topic, I know, but something I've been experimenting with on-and-off for the past several years.
The prospect of the protagonist isn't always to play the role of a proverbial "good guy." In many cases, there are stories where the protagonist is actually the villain in the form of an antihero. Not all anti-hero are total "bad guys," in fact many are generally characters with personality flaws or goals that are less than benevolent. Typically, an antihero has his own agenda that causes problems for other characters he/she gets involved with, as opposed to a 'hero' who generally has people's best interests at heart (not always the case, but heroes tend to fall in line with good deeds at some point in a story). Unlike the hero, an antihero can actually be anybody ranging from misguided individuals out for personal gain to the ultimate villain out do conquer (or even destroy) the world. From my personal experience in reading and writing, I've found that the "ultimate bad guy" sort of antihero is actually kind of rare, while the generic "always saves the day" hero is unbearably common. I've actually think it's rather odd that antiheroes aren't more popular than they actually are, especially when they don't actually have to accomplish their goals. The amount of characterization that could go into creating a good antihero than in creating a stereotypical hero. As such, I have to question why more people aren't so gutsy to take on the task? Do they merely think it's too hard, or is there more reasoning behind why people don't write more about "bad guys" than "good guys?"