Many people have said it. You can't have a good story without a good villain. For me, the writer, I must have some sympathy for the villain, otherwise, I cannot accurately record what he feels. The ultimate villain is the dark god Nometheog, god of the void, but the character that he chooses to inhabit is the one I sympathize with.
Shekley was not always a villain, and indeed, he doesn't see himself as such. He is merely someone who in a moment of weakness, allowed the darkness of Nometheog to seep into his heart, and possess him. Now he is stuck with the sickness of evil that inhabits him, and he cannot find a cure for his confused anger and fear. He cannot cope with his mistakes with his right mind, so he has allowed the Shadow to take over. He constantly struggles for control of his own mind, but in weakness, he always gives in to his fear, and the Shadow takes control. It is a sad and heartbreaking story, and I do plan to make it a separate book one day, but for now he remains the villain. Angels and Shadows couldn't be a good story without him.