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 kind of character?
As children, most of us learned that there were 'good' and 'bad' guys in life. The 'good guys' could be trusted. The 'bad guys' should be avoided. It was overly simplified. Bad guys always had mustaches and looked shady, while good guys wore a suit or a 'respectable' uniform (and I don't mean the one from when you flipped burgers in college).
If life teaches us anything, it's 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.