But still, this isn't really a straight revenge thing. His primary goal is, above all else, making the world a safe place for his sister. A similar discussion came up in the discussion on GameFAQs, and Celiss (who translates most of the spoilers and magazine info) made this point:
One thing she didn't mention, though, that I think is rather important. In episode 7, Lelouch is talking with C.C., and she comments that the Emperor's belief in Social Darwinism is correct; the weak die and the strong live on. This makes Lelouch pretty angry, and he demands to know how Nunnally, who was blind and paralyzed by forces beyond her control, fits into a world like that, and why she should suffer because of it.He is doing it for Nunnally. He explains everything in the 3rd episode -- how the Ashfords will not be able to hide him and Nunnally forever, especially after he graduates from Ashford Academy. Also, it seems that the Ashfords aren't exactly protecting them out of love; Fake Okouchi mentions they may have hidden political motives. Sounds like LuluNana are actually VIP half-hostages, which isn't hard to believe considering Milly's parents are so power-hungry they're forcing their own daughter into an arranged marriage.
At the moment Nunnally is everything to Lelouch. In episode 1, when he was about to be shot, the last thing he thought of was Nunnally. Cue C.C.'s "It seems you have a reason to live..." In episode 16 he gave up his pride and actually admitted defeat to Mao. When Mao "killed" Nunnally anyway Lelouch reacted as though he doesn't have anything to live for anymore. I think if Mao had asked him to give up fighting Britannia in exchange for his sister's life, Lelouch would have agreed to it without a second thought.
In episode 21, his anger at Euphie was first triggered by Nunnally's reaction towards Euphie and Suzaku's relationship. He was already all "Euphie! How dare you take Suzaku away from Nunnally and make her sad! Grrr!" before Euphie's Special Zone announcement.
In episode 22, Euphie telling Lelouch the Special Zone is for Nunnally changed his mind about her.
In picture drama 1 and the Stage -0- novel, Lelouch is so protective of Nunnally he wouldn't let anyone else touch her, even getting into a fight with Suzaku when he tried to touch her hair.
In short, Nunnally is most important to Lelouch. The tragic thing about all this is that Lelouch doesn't understand that the same goes for Nunnally -- Her brother is everything to her. As long as she has him she doesn't need anything else (episode 21). Him not being able to understand this is his biggest mistake, IMO, but then again this is Lulu. He's always been dense when it comes to matters concerning himself (see: Shirley / Cornelia / Euphie / Clovis / Kallen / Milly's love for him) It's as though he doesn't / cannot believe someone might actually truly love him. That's what happens when your mother is killed, your father sends you and your disabled sister away as hostages and everyone else is either delighted by your misfortune or cooking up schemes on how to use you to their own advantage. Irreparable psychological damage, indeed.