There's just something about the rebellion and going against the grain character that we love. Perhaps it is the fact that these characters sometimes do what we wish we could in real life? Is it because we get a small thrill about 'sticking it to the man'? Is there something attractive or sexy about the character that thumbs their nose at the world? What is the draw to this character?
When most of us were children, we were often given the impression that there were 'good' and 'bad' guys in life. The good guys could be trusted. The bad guys should be avoided. It was pretty simple and to the point. Bad guys always had mustaches and looked shady, while good guys wore a suit of some kind of 'respectable' uniform (so, like, not the one from when you flipped burgers in college).
However, if life teaches us anything (especially now that the Internet sheds light on a lot of dark corners) it is that the lines in the sand aren't always so clear. Maybe the religious figure from your youth turned out to be a pedophile or you witnessed a cop beat the crap out of an innocent citizen. Whatever it was, you may now have a slight aversion to what you once viewed as the 'good guy' and find yourself slightly intrigued by the 'bad guy', therefore making you drawn to characters who don't exactly play by the rules.
Of course, I could be overanalyzing. Maybe we just like watching bombs blowing up everywhere and some devilish character pushing the button. What do you think? Why do you love the antihero (assuming you do)? Maybe the answer might surprise you.