I come up with my best ideas while sleeping and delusional ideas just flow in. You are a super villain, but that doesn't mean you are rich enough to afford your own dungeon and machinations needed for even more evil. So your primary evil goal in life should be money, getting your lair started up and "hosting" several girls in there for added dramatic effect. Building onto your evil empire to influence the local government, since you have these amazing magical powers that nobody else has and would look pretty damn impressive.
Then the magical girls come in and start foiling your plans to influence a politician at a rally, or stop you on your weekly park raids for fresh pussy, or trying to stop you during a classic bank robbery. All you want in life is your own super evil criminal organization, with henchmen and a harem and oversea business deals.
Also it goes without saying, that when you rape a magical girl you'll get something fun out of it besides a recharge on your powers. I'll need to sleep on that to figure out exactly what.