It came from a very vague idea of how Aang could easily be turned into an effective villain if he had killed Ozai. After all, he'd be an insanely powerful individual who cares very deeply about the things he believes in, but also considers himself able to judge the worth of another human life. And that spawned the idea of an exiled Azula trying to reclaim her throne while the Gaang, in an effort to create a world-wide utopia, become more and more, well, evil.
Zuko and Katara are obviously the Avatar's right-hand men. As Fire Lord and Bloodbender, they're invaluable to his efforts.
Edit 8/12: Wow! I hadn't even heard of this "Justice Lords" business until posting this! But after having been educated on what everyone was talking about, I agree that this it totally in the same vein! Good guys going bad even though they have the best of intentions. Delicious!
Edit 8/22: Finally got around to making a few facial tweaks that were bugging me. (omglern2drawplzkthx)
Also, Antihero/Azula sounds cool!
This would be awesome though...
Yeah, Bad Gaang would be bad.