Consider all of his plays to choose your response.
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Well that's a loaded question. Shakespeare has many villains in many plays. For myself, if someone mentions Shakespearian villain, I do think of Iago. His motivation, on the surface, seems to be advancement or lack of. In the end it just looks to be pure evil. His soliloquies are full of hate for hates sake and he seems to take pleasure only in chaos. The destruction of Casio, Desdemona, Othello.....really has no rhyme or reason. In the end Othello cannot explain it and can only say....."I'm looking to see if you have cloven hooves like the devil. But that's just a fairy tale."
I guess I didn't answer the hero part of this. As a heroic figure I consider a quite minor character. Emilia in Othello always struck me as heroic. Although she was married to the evil Iago she stands up for Desdemona knowing what the consequences would be. She is a strong female character at a time when most females had little power.
I suppose that depends on which type of hero you are asking about. Are we talking about Shakespeare's greatest tragic hero or are we talking about the villain's antithesis: the hero that saves the day and resolves the conflict by being morally strong? If we are talking about tragic heroes I'd have to say it's a toss-up between Brutus from Julius Caesar or MacBeth. If we're talking about the other kind of hero we would have to take a strong look at Shakespeare's comedies and romances, and in these plays the women are, primarily, considered the heroes of these pieces.
Great responses, guys! My idea is that the 'hero' is often female...your ideas have helped fuel my investigation further!