In real life there are no good or bad guys, just people you like and don't like. Books should strive for the same.
In general, yes. You want a story that can be told from the villain's point of view and still make sense and be full of compelling drama and interesting characters with clear motivations, etc. But it's not mandatory. Some stories of good vs evil need clear-cut heroes and villains, and sometimes the villain's plan might not make much sense or simply lack depth. The Lord of the Rings is one such story. It's also one of the greatest stories ever told. In my view, the more realism you strive for, the more you want your characters to be people rather than stock heroes or villains.
Well, there's the Left Behind series.... Also, the comic Afterlife With Archie is pretty grim and looks like it's about to get worse as of issue six....