Let's face it, every great Dark Lord deserves an escape, especially considering what's happened the past few years:
1. Mutiny (lest we forget the traitorous Clone troopers on Murkhana and the storm commandos led by Captain Shale, to name a couple)
2. Pesky former master and betrayer Obi Wan Kenobi, who is determined to remain hidden even from Vader's best scouts
3. The botched rescue attempt, against Atoan insurgents
4. Some pretty intense haunting dreams- imagine not only having trouble with your own identity but also having your dead wife invade your sleeping mind and torment you with a past you gave up
Don't worry, it gets better:
5. Treason. Yes, treason, as a direct result of Vader's generous act of not only sparing of orphan and Force skilled Galen Merek's life, but also of taking him in in a direct violation of the Sith Rule of Two and training him as an apprentice. "Starkiller," as Merek would come to be known as, was an obedient pupil who unfortunately caught the eye of the Emperor. Was Lord Vader really training Starkiller as an apprentice in hopes of using him in a future coup attempt against the Emperor in a reach for power? We can't answer that, but it seems the Emperor was convinced this was the case and charged both with treason. What was the Dark Lord to do? Why, what better way to convince the Emperor of his loyalty than by stabbing his pupil through the chest with a ligthsaber and hurling his body through a bridge window. Oh, but then Vader had his body recovered and reconstructed. That's far from betrayal and more like smart thinking (which saved both their lives, thank you very much).
6. Death of Starkiller, part 2. Yeah, so Lord Vader's attempt to fake the death of Starkiller and keep him around didn't work so well. Before too long Starkiller started to turn against the Dark Lord, going so far as to consider leading the rebel alliance himself and betraying the Empire. This threat was culminated in an attack against Vader and Palpaltine, which lead to his death (brough on by nothing short of a massive Force explosion). This ultimate betrayal of someone who was practically family that you've devoted years and years to protecting and training would mess with anyone's mind.
7. Let's not forget to mention the other demons in his life that insist on persistantly stabbing him with hot pokers. We have the fact he has a constantly chiding Sith Master who never seems to be satisfied and feels the need to send him on many many Jedi hunting missions that have taken him to all realms of the Universe. Don't forget the fact that he has some deep psychological scars as a remnant of the sacrifices he had to make for his ascent to power, leaving him in a constant state of depression and economic turmoil. Just his upbringing alone (being a child slave, taken from his mother at an early age, watching his mother die, being denied by the Jedi Counsel, being fatherless, having his master Qui Gon die, let alone what horrors his adolescent self was subjected too...) is enough to impair the greatest warriors.
Now, those reasons merely scratch the surface. It's starting to seem quite reasonable for the Dark Lord to seek a holiday retreat from the office on a planet far from the reaches of the Empire (specifically far from the Emporer and his annoying habit of calling him in for last minute missions). Thankfully for him, his selection of China was a most convenient choice- the extensive firewalls of the nation are even able to block transmissions and force communications...