Welcome to 7Cups, @youace. I hope you find some solace here, or at least someone to talk to.
If I had the choice, I'd be the villain every time. Sure, I would get defeated (& possibly destroyed) by the end of the movie. But villains get to do the fun stuff that heroes can't do because they're heroes. Plus, villains tend to be more interesting as characters... Like, Magneto. He was held captive in a concentration camp in WW2. That's enough to radically alter anyone's personality. But Magneto did not take lessons of tolerance or peace from it; in fact, once he got his powers he'd obviously learned something completely different. Captain America doesn't have that kind of depth. The only superhero I know of with any real depth is Spider-Man.