Well, Donkey Kong never really was a villain, he fell in love with Paula and wanted her to be his girlfriend. (I guess?)
That what he did was not a good thing, but I think he didn't even know that it wasn't a good thing.
And I still don't know what exactly Mario did, or why he did that, but it looked bad... from Donkey Kong's perspective... (But I think that it was more like a punishment for that what Donkey Kong did.) You have to think like a Monkey and not. For Donkey Kong, Mario is a villain. And for Mario, Donkey Kong is a villain.
About the SSE and the good and bad team: First, it is a different case, I meant it like the two teams fight against each other, without Master Hand and Tabuu, just the fighters. And about the SSE... actually, I never thought that Dedede was on any side in the beginning. I thought he wanted the trophies for himself. As... a trophy. Because he is freaking selfish. I don't even think that Dedede knew that the badges would do that, they looked more like something that marks them: "They are mine, because these are my badges on them! MINE! Mwahaha!"
And Dedede and Kirby are kinda friends, even Mario and Bowser are kinda friends. Without Kirby, Dedede would have nothing to do, beside being the King, every day, it is fun for Dedede to be Kirby's enemy, even if he isn't aware of it. The same goes for Mario and Bowser. If Mario wouldn't exist, Bowser would have Peach and then... nothing. They need each other. The evil wouldn't exist without the good.