Wrestling is interesting concept to the fans. There are faces (good guys) you must cheer and heels (bad guys) you must boo. For few fans they rather cheer on for the heels. The love em' not because they are "bad and evil." They cheer em' on because for plenty of reasons. Several reasons why some fans like heels.
My first favorite wrestling "bad guy" is Earthquake John Tenta. I took a liking to him because of his huge wide frame using his size and body squash his opponent. The kicker is his finisher where he run to the ropes in full speed before he sat down in full force on his opponent chest and face. Being 10 at the time I thought it was coolest thing ever. A wrestler's size gives off a buzz to the fans. Whether the wrestler is big, wide, or tall to fans' mind they think this wrestler is big, strong, nasty and very dangerous capable of taking down any of their wrestling heroes anytime. To heel fans they like to see this large heel become a menace of seeking and destroying anyone. This works as long the is being booked right. Example is The Great Kahli who was big time heel before becoming a joke on TV. When I went to WWE house show Kahli debut on TV obliterating Undertaker two days before the show. The buzz of him followed as fans in attendance talking how large and tall Kahli and his manhandling of Undertaker. He appeared on the house show and its a sight behold. The crowd, while booing, amazed at his tall frame and squashing Scotty 2 Hotty in under a minute. Kahli, despite being heavily limited, looked very dangerous to the fans and was booked to look like a monster heel for few years. Now he got neutered of being a face he turned into a giant joke.
I Tell the Truth Even When I Lie
I have use "Scarface" quote for this. It's a case a wrestler go against the grain off majority with him/her being a minority. This is when a heel wrestler cut a promo/vignette spouting off related events playing devil's advocate stretching the facts to make a point. Unfortunately what the heel saying does not commute what the majority believed in thus having the fans boo him/her. For the heel fans they would sit down and think hard seeing his point of view. In most cases the heel is likely right. One example of this is JBL promo against Eddie Guerrero as he blast the liberal media and ties it on his dislike to Eddie and what he plans do to him at Great American Bash.
I'm Cocky, But Cool
The rise of "cool" heels. They are big time jerks in the ring and backstage being cocky and assholes. At same time fans can reflect to them because they can and are assholes themselves wanting to act bad like them. The fans view them as guys you can go out and have a beer. In almost all the cases the fans turned them to faces. Example of those are New World Order and D-Generation X.
Kicking Ass And Taking Names
Heel wrestler would go in and just beat the shit out of face often for no reason. Fans would cheer on the heel wrestler on doing this because he/she acting like a badass and backing it up. The more the heel does it the more fans take notice suddenly garner cult-like following before turning to full-blown face by accident. Sheamus is example of it.
This is a case of wrestler playing heel, but end up getting cheered because the fans enjoy the wrestler putting on a clinic and/or producing a damn good match. No matter how bad the wrestler will act like a bad guy the fans go nuts cheering for him/her just as thank you for the impressive match.
In wrestling cheering on a "bad guy" not really that bad after all.