@jobbernos: I'd say Lobo was a villain. But he's so chaotic, he's a bit hard to pin down.
The thing is, the lines are blurry, the definition can mean different things to different people, and a character can sometimes change over time or from story to story or depending on the writer. But it all basically boils down to the character's intent and worldview. Also, I think it's more complicated than merely hero, anti-hero and villain, I'd add at least anti-villain to the list. And each of those categories has sub-categories.
To me,at least in terms of comic books:
Villain does bad things for the evulz. They are trying to hurt people in one way or another, and don't much care if those people have done bad things themselves, in fact they probably prefer if they are innocents. At the very least, if they are not trying to hurt people, they are acting very selfishly and don't care what happens as long as they get what they want. Joker, Red Skull, etc. Deathstroke in villain mode is often trying to hurt/kill people, often good people, like the Teen Titans, and when he accepts contracts it doesn't matter to him if they've done anything wrong or not; they could be completely innocent, he doesn't care as long as he gets his money. But on the other hand, under certain writers he can sometimes be shown in a more sympathetic light which brings us to....
Anti-Villain is doing bad things, but they are shown more sympathetically. They have motivations you can understand and sympathize with, a code and/or morality attacks that keep them from crossing certain lines, and/or they sometimes do the right thing. Think Catwoman. she's a thief, that's her primary thing, she doesn't really care who she takes things from as long as she gets what she's after. She's breaking the law, so therefore technically a bad guy. BUT she won't kill (at least not intentionally) an sometimes helps out Batman which gives her some heroic qualities. I'd also put Deadpool, the Secret Six, Poison Ivy, (pre-reboot) Mr. Freeze, and Harley Quinn here. (man, Batman has a lot of these) Deathstroke, Dr. Doom, Lex Luthor and Magneto can sometimes be this, but can also fall into full on villainy, depending on when the story was written (they've tended to get more sympathetic as time went on) and depending on the writer.
Anti-Hero has a moral code and/or an end goal that could generally be considered good, but is willing to cross certain lines that other heroes would not to achieve those ends. Punisher is the prime example. He has a goal of cleaning up the streets and putting and end to organized crime and the like, which is a good thing, BUT unlike a true hero, he is perfectly willing to kill the criminals he's fighting. But there is also a tamer version of the anti-hero that's more about image, they often won't kill, but they are still vigilantes, and rely on dark, scary imagry fear and intimidation, and while they won't kill, they are willing to break a few bones. In both cases, they are often very pragmatic and think of things in terms of 'the greater good' and are willing to make sacrifices to achieve that, though just how far they'll go can vary.
Heroes always do the right thing, and are very idealistic. Their primary goal is helping people and they are unwilling to break the law or do anything wrong in any way (aside from the fact that they are often technically vigilantes) They do not kill, not even in self defense (edited to add - robots, monsters, and/or aliens are often exempt from this, but not always), they avoid collateral damage whenever possible, they're selfless and are often willing to sacrifice themselves if it means saving other people. If a choice has to be made between saving an innocent and catching the villain, they will save the innocent. Superman is the definitive example.
and then there are characters that kinda walk the line between two categories, like Batman who is somewhere in between hero and anti-hero. And as with any good character, sometimes characters change over time, and can move from one category to another. Deathstroke in the New 52 seems to have started as an anti-hero with Team 7, then somewhere in that time he started to become more vicious and started descending into villainy. Magneto is the opposite, he started out a straight up villain, but as we learned more about him he first became an anti-villain because we could sympathize with his motivations, he was a well intentioned extremist, and he seems to have softened his views over time, became less extremist. At times he's become an anti-hero and even joined the X-Men. So as I said, the lines are fuzzy, and it's often not very clear cut.
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