It's been many years since I've played a character who could be easily put into a category like that.
When I play a villain or troublemaker, I make sure they have a good reason for their actions; I hate when characters are evil for no better reason then that the story needs a villain. My antagonists may be mean, but they usually believe their ends justify their means, or that it's ultimately for the best.
Likewise, I hate playing shining angels of righteousness for heroes. I think it's interesting when heroes and villains can relate to each other to a certain degree, and we all know no character is perfect. Heroes especially are under a lot of pressure, the NPCs and random citizens are always looking to them to uphold the good. A hero may have violence control issues, trust issues, or take out their stress on others. It's generally way easier to serve yourself than others, I like to write characters with darker elements which reflect the strain of this constant expectation.
So I guess, while the character may be a 'good guy' or 'bad guy' so far as the story's concerned, they usually end up with neutral alignments.