I guess a lot of psychoanalist have already tought about this question, but now the view of an insider (Well, sort of!). 
 
I think we like comics just for the same reason we like tabloids. Before you put me in front of the moderators fire squad, let me explain: Why do we like tabloids? #1 Because it show our  so-called heroes in a , well mostly, bad state. We see Spears go bald, Gaga go hermaphrodite and Moss getting a white nose.

Well in modern comics we have a same pattern.  
And that's why I think that Stan The Man is the savior of this genre of art. In the beginnig we had DC with his feel-good comics! BOOM! TEC! ZWHOOOSIE! And Bats has saved the day. But the problem was that the war was over. So we peole did'nt need anymore those silly things. Till the man jumped on it and made it a better, deeper thing. Because, be honest, who did'nt felt a slight feeling of enjoyment when we saw spidey having trouble with the rent? Later this role of makin comics more mature was taken over by Alan Moore and Frank Miler and so on.

Well this is why we like our 'heroes so much!

 
I want some things clear! I know ther have been already many blogs dedicated to this most interesting subject, but I just want give m opinion among so many others. Below you can give your opinion and discuss.

 Straight to the point, they'll say he's insane, defintely loco. Wel, I personally have another opinion. My idea of his mental condition is that the joker is indeed insane, but only to us humans and readers, because we don't want to tink out the picture. Because if the joker is sane, whhat are we then? Are we insane? Are we normal?? Blalala 
 
I consider in this context that sanity can be equaled with knowing, not knowledge like 1 and 1 is 3 (or was it 4?), but with seeing everthing  as it is. 
And therein, as the Bard would tell us, lies the rub. 
It can be considered that the joker has nearly no eyepatches in his vision of exisctence: he isn't limited by emotions like fear or joy or pain or grief or mercy or trhiump or love or hate or doubt, ideals like christianity or justice or respect or facism and lack of skill or genius. His only imits are his batsexuality and his feeling for a laugh.
Although the batsexuality can be discussed, beause of his higher awarness, Batman completes him in every way he knows in his world, his only goal and selfclaimed fate is to test the balance, to touch the bounderies of it and see the stability of it. If anyone nows an comic we his MAIN goal is money or power or domination, they can tell me! 
The joker just forfills his role in the world and he just sees it as a joke, a which is so simple, but schoking that even us selfacclaimed sane humans can see it. He wants to show us the truth that we all want to know and hide and escape at the same time. This the Jokers idea of the world and I find it is an vision we should consider as partly true and we should think about this outside the paper squares of a comic!