Neither. Shego was more of an anti-hero/anti-villain type.
They'd basically become mercenaries, but with those pussy code of ethics Superman has. >No killing>No slavery, human trafficking or children involved>No taking sides in political shite between countries.
They'd help people who pay them to rob banks. And they'd, somewhat reluctantly, help GJ with stuff too. Neither of them would try to change the other too much, except Shego would think Ron is too soft sometimes and Ron thinks to opposite of Shego
Morally grey A-team, basically.