Yeah Kai Winn felt she was the hero of her own story, she genuinely believed her way was right for Bajor, she just wouldn’t have ever been able to separate her love of her world from her own ambition, and her own ambition always edged it, however slightly. But DS9 was full of complex villains. They may have lost it a bit with Dukat in the end but overall he was a great character, and again about as far from the moustache twirling evil villain as you could imagine, and again a character who believed he was right, that what he was doing was for Cardassia, not himself.
All this talk about Winn and Dukat reminds me of why I loved them both as villains. This is one of my ridiculously long posts, so sorry all (

!), but I wanted to see what the rest of you think of my analysis of them, wherein I see them as a lot more selfish than
Judge Death does.
Winn and Dukat always struck me as very similar; in my mind, both are essentially children - their emotional responses, the motives which drive them, seemed very infantile to me. And their shared tragedy is that they never learned to overcome those motives and “grow up”.
I see Dukat as a warped man with the personality of a young child, a little boy's ego in a man's body. That ego is incomplete and vulnerable, dependent on others to validate him, and very selfish, as an infant of course is. Everything he does is about "being a good boy", earning approval and love. Dukat, I think, needs reinforcement from others, and in his case that's dangerous because he
also failed to make the transition to genuine empathy with others. Empathy isn't just about the similarity between sapient beings, but about the differences too, respecting the distance as much as the connection. An infant eventually learns that other people are alien, distant and the centre of their own worlds, and that empathy means acknowledging this just as much as it does understanding or sharing their emotions. Dukat, I think, doesn't. He's still the centre of his universe and everyone else orbits him. So that's
two ways in which he's still an infant, and his need to have his worth reinforced combined with lack of true empathic understanding leads to the delusional idea that other people exist to validate him. His ego must be fed, and they must do it.
Dukat, in my opinion, sees everyone and everything else as props in his own life. Their job is to reinforce his ego and let him know that he's a heroic and noble person, either by supporting him (Damar) or antagonizing him "unfairly" (Kira, Weyoun). It's no wonder he had to create illusionary Damars, Kiras and Weyouns when he lost the real ones, because Dukat needs the reinforcement. That's what they're for. Why can't mean old Kira and Weyoun recognize his greatness?
Dukat wants to be seen as "noble" (as far as his own child-like sense of the noble can carry him), as a "good man" (really:
good boy). And he surrounds himself with people to reinforce that illusion - Ziyal the blindly adoring daughter, Damar the lieutenant who is loyal but non-threatening (he's too unimaginative to challenge Dukat’s position, yet ultimately he's more than the "typical" Cardassian military thug - he's intelligent enough to
appreciate Dukat). Dukat has comfort women who will respond to his "
generosity" if only because they know they're trapped and it could be far worse. The same, I assume, motivated his move to abolish child labour when he was in command of Terok Nor – he expected the Bajorans to recognize his “nobility” and love him for it.
I also think Cardassia itself was just the same, a piece in his fantasy, where all that really mattered was himself and the feeding of that desperate ego. If daughters and comfort women and lieutenants fulfilled his need to be the noble, benevolent master (again, to the extent that he understands "noble", which is through the prism of a child-like selfishness), then Cardassia fulfilled his need to be the servant. In his own mind, he's a good son to Cardassia, just as he's a good patriarch to his extended Cardassian/Bajoran community-family. Ultimately, though, he's every bit as disloyal a son as he is an abusive patriarch - both roles are ultimately to fuel his own need to experience a sense of his great worth.
And the tragedy of Dukat, as I see it, is that due to his inability to truly see perspectives other than his own, he never, ever grasped an opportunity to actually become a better person. He always chose to pretend to himself that he was great, and get others to tell him he was, rather than trying to become great. He's completely trapped in his own lie. His mind is yoked to his runaway ego, which needs reinforcement or he'll fall apart. Weyoun has the Founders. Dukat is his own Founder.
As I say, my conclusion is that in terms of how he relates his sense of self to his understanding of the world around him, Dukat never left infanthood. Everything is made to conform to his internalized need to reinforce his worth - every value of his culture, good and bad, warped by it, taken on in a completely selfish way that makes him a twisted, delusional idea of a "good Cardassian" who doesn't actually respect or understand the values he's adapting. And the traumatized selfish little boy in that man's body ended up, like so many traumatized selfish little boys when they grow older, leading war fleets and taking power, to make the universe acknowledge his worth - him, at the apex and the centre, his ego stoked by his power.
For Dukat in Season Six of DS9, as I see it, everything is fully safe and controlled with him at the centre, until the universe crashes down when he loses Terok Nor again, along with Ziyal and (in a way) Damar. The loyal lieutenant can't shoot the pet daughter and I can't lose my war and my empire, that just can't happen! And Dukat ended up obsessed with taking down Sisko, who is - shock and horror - a challenger. I honestly think the reason Dukat fixates on Sisko (something other fans often say makes little sense) is because Sisko is the only other person Dukat actually truly recognizes as another person. And that's because Sisko can't orbit Dukat like everyone else is made to, because he's a rival for Dukat’s position. Sisko is in Dukat’s office, he has Kira's respect, the Bajorans' respect, he's a strong, noble military leader, a loving father, victorious in battle - the little boy has encountered, of all things, a rival. And this universe isn't big enough for both of them. The universe revolves around Dukat - Sisko is Cthulhu to Dukat. An other, the challenger. He usurps reality itself. And I think ultimately Dukat also knows that he'll eventually lose - because he's just a selfish little boy and Sisko...Sisko is a man. Dukat can only play at those qualities I listed - Sisko truly embodies them.
As for Winn, Winn always comes across as very results-driven, very selfish in the not entirely negative (but still troublesome) sense that she expects to gain something from what she does - otherwise, why is she doing it? What she seeks, of course, is power and status, and her actions and social interactions are basically all geared towards getting it. From supporting Minister Jaro to becoming Kai, she seems to work on the basis that every interaction and personal step forward is a matter of buying up more station and influence, and that for each step she takes she will, by rights, get rewards.
She's different from Dukat in that Dukat (as I see him) is entirely self-centred, not just selfish; everyone and everything must revolve around him simply by virtue of his existence (as I say, I personally believe that Dukat doesn't have a fully functioning concept of empathy). Winn has a considerably less childish sense of how things work; she doesn't expect the world to revolve around her without her doing anything, she expects to make her way forward in the world as a functioning part of that world. Unfortunately, I think she's selfishly fixated on the idea that simply through doing so she should by rights get results. It's as if she feels entitled, not simply through existing but because she worked for it. I recall one of her few genuinely sympathetic moments (in the episode Rapture), when she tells Kira something along the lines of "you resistance types think it's all about you. Well, I fought to preserve Bajoran culture too, in my own way - by preaching the faith even though I was imprisoned and beaten for it". In other words, what angered her is the perceived impression of resistance fighters that people like her didn't work for their freedom and that she didn't struggle or suffer to get where she is today.
I guess if Dukat strikes me as a traumatized selfish little boy who demands attention and never mastered empathy, then Winn is the slightly older girl who
has mastered it and has fixated on the lesson that "if I'm a good girl who works hard, I'll get a reward - and I will deserve that reward, because I've worked for it". For Winn, not getting something back for her troubles, her hard work, or even her compassion, is unacceptable. And because what she wants is security and power, she thinks that the reward for service is status. I think she was never satisfied because her faith wasn't truly getting her results. The other Bajorans loved the Prophets just for existing, while Winn expected the Prophets to "give something back". But the Prophets made her Kai only to strip the post of its meaning by having the Emissary become Their voice instead. In the first few seasons, Winn refused to believe Sisko was the Emissary. In "Rapture", she finally accepted it, and she must have resented the Prophets strongly for that - she served them for decades, loved them even, and then they bestow rewards not on her but on this alien who didn't even follow the faith.
Anyway, that's how I view the two characters, and a large part of why I loved them as villains was the sense that these selfish (and in Dukat's case, evil) people were really just young children who never learned how to grow up or cope with themselves and the world around them. In that sense, they evoke sympathy, of a sort.