Bestselling thriller writer James Rollins gave a great talk about the craft of thriller writing, including how to make even your bad guys more likable. Here's a summary:
1. Make them very good at what they do (he cites the doctor from "House").
2. Demonstrate that they're funny.
3. Show your character treating other characters well, especially kids, the elderly and pets.
4. Show that your character has undeserved misfortune.
5. Have a character with a mental or educational handicap, or an underdog character.
6. Have one of your other characters like the character and express that.
7. Have a character return a bit of that affection.