How do you write an evil character without making him "sexy" or "cool"?
I notice in a lot of media there is a strong emphasis on the greatness of evil characters. They can often end up more popular than the good guys in the book or on the show, and overshadow everyone else around them.
Darth Vader is a good example. He is a despicable human being who has committed genocide and is responsible for the deaths of billions of people. Yet the common talk is of how much of a badass he is. His coolness has made him one of the most popular characters in history. He is on lunchboxes and has action figures, and people dress up as him in costumes.
How can you write an evil character while reminding the reader that he leaves behind real damage? That he causes suffering and pain to flesh and bone people without dwelling on how awesome he is while doing it?
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In contrast to some (or possibly all) of the other answers, I don't think it's to do with what particular traits the villian has so much as whether they embody a consistent set of ideals (however appalling those ideals may be).
We may not exactly forgive a villian for their disregard for the other character's lives, but if they show the same disregard for their own we will more inclined to like them in spite of it. Similarly, a dishonest character willing to forgive others for their dishonesty is more likeable than one who fumes at them for lying.
I even think you can go as far as actively giving your villian virtues, just as long as you also make them a hypocrite about these virtues. A brave character who despises and belittles the bravery of those around them will probably not be very likeable, regardless of what "badass" things they personally do.
As for showing the damage the character does, this is just a matter of putting the heroes of the story (or the narrator, if nothing else) in the right place at the right time. Show what the villian does to other people's lives, while simultaniously making it clear that the villian isn't acting according to any reasonable or consistent set of values (and that the acts they perform are therefore motivated by a weakness, essentially, rather than a misguided application of strength), and I think it will be difficult for the reader to forgive or like them.
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Cowardice. Villains who are bold and brave like Darth Vader have a cool factor because of their boldness and bravery. However evil their deeds, they display characteristics that we admire and would wish to possess. But the cowardly villain, the obsequious sneak like Uriah Heap or Wormtongue has not such attractive qualities.
There is a story (probably apocryphal) about a Harley Davidson executive saying something to the effect "What we sell is the ability for a forty year old accountant to ride into a small town and have people be afraid of him." It is that ability to awe people, to make them take a step back, that we would all like to have, that would make us feel powerful and respected and safe, that we admire in the cool villain.
The uncool villain is simply someone we projects no such similar properties, the villain who works by stealth and lies, but whom children would not be afraid to throw stones at if they met them in the street and knew them for what they were.
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I really like this question but I don't think you will be able to completely eliminate the "cool" factor. Look at most horror films. They all end up commercialized for costumes and certain social groups tend to idolize them. I believe in Vader's case, his actions were not talked about. It was not shown in much of a negative light either. So he was more so made to seem like a bad ass with a demanding attitude rather than someone to be feared.
If you really want to try to come up with someone who is BAD but isn't on lunch boxes, I would look to Game of Thrones. Many people idolize a lot of the main characters. Universally though, Joffrey and Ramsay were hated. You don't see any fan pages, and they are hardly talked about except for wishing they would be killed off already. This would probably be your closest bet to what you are trying to imitate. That being said though, I do know some people who still thought Ramsay and Joffrey were cool because of their domineering ways. Someone is bound to like a character, no matter how evil you make them out to be.
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I agree with ggiaquin answer, but I'd advise against giving the character some overly nasty habits if it isn't necessary just to make them more unsymphatetic, as other users have suggested.
Adding uncanny traits just for the sake of doing so will create an overly parodistic villain. There are a lot of movies where this happen: somehow, the big boss of the world-menacing, all-powered evil organization is a whiny weak man with daddy issues. It's not very believable and it doesn't really work.
Evilness comes with a measure of coolness, just to be sure. But almost everyone will have a "point of no return", meaning, an action so evil that will go against that person moral standard. Of course it changes from person to person. What you can do is to describe how and why that villain is evil, and show how little regard of human life/ethics/pain/well-being/etc he has. Disgust from the character shouldn't be disgust for his habits (e.g., wetting the bed) but from the moral value of his actions (e.g. eating newborns out of fun).
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