My main is Chaos Marines and I'm working on my new Dark Eldar. I was even tempted by the new necrons. You could say I go for villain factions.
Maybe because I like underdogs, and in modern storytelling, starting as a beleaguered good guy with a dead sister/dad/girlfriend is the surest path to victory. But I also like the drama of evil. Morgoth sitting on his throne while the elven High King pounds the doors to his fortress, thinking of his first betrayal aeons before. Mog-Pharau threading the world in the First Apocalypse, his presence so fell that no child was born alive in the 11 years he lived, trying to sever the world from the afterlife to avoid judgement.
People damned as much for their virtues as for their vices.
That said, My next faction might be Grey Knights, for contrast. Also, low model count means less $$$. On the other hand, they -could- be construed as villains...