I love to twirl my mustache in game. But then, some might think I’m evil in life too. MWAHAHAHAHAHA!
There’s one part I’ll caveat. Yes, *ultimately* your creation should lose. But there’s lots of chances for humiliating characters and maybe even offing one or two when they’re careless along the way. If the heroes always win, then there’s no risk in facing the scheming villain. The key is to play fair. Reward the players for success, give them reason to weep when they fail. And don’t pull the, “Oh, you only *thought* you won” card out unless you can show foreshadowing of the element. Also accept that they might want to back out and try again sometimes. And that’s ok.