Liking Ramsay as "a villain" is like when I see little kids thinking Darth Vader is awesome! because of the nice costume and the force tricks. "Look, mommy! he's the bad guy!". Vader is not just "the bad guy", he's a more complicated character with a more complicated background (putting aside the terrible adaptation done in SW 1, 2 and 3). Vader is a very appealing character not because he's a "villain" but because of his characterization.
The fact the villains often end up being liked is not due to them being sympathetic. It's because they are, mostly of the time, more complex than the hero. People are naturally more inclined to do good than going around destroying galaxies and killing children. The Hero is a natural reaction: someone has to stop them. But at the end, we cheer for the hero, and we pity the villain, despite the villain represents the part of us that would like to go berserk and kick everybody's asses in one bad day.
That's why villains HAVE to be credible. The villains belong to the part of our psyche we often deny. If villains don't come from our own, we can't really feel empathy towards them, specially when we see them (or mostly of them) realise their mistakes. When a villain is just a guy doing bad things, he's a plot device or he symbolises something, but he's not a character.
That's why Ramsay is not a villain per se in ASOIAF. He's a plot device for Theon. Theon is the own "villain" in his story, and one that is now redeeming (a la Vader when he chose his own son at the end, and ended up saving himself). Ramsay in the shows is supposed to be a more complicated character, but the only thing he has is that he has been hyped and levelled up for the good guys not being able to triumph. Because if they triumph, the show is over.