We never really find out what the sith are, what they are after or even if they want revenge. And if they do want revenge, why and against who?
Logically, they should want revenge against themselves, since their near-extinction was supposedly caused by infighting, but logic is completely alien to the PT.
[JEDIT]
I forgot, the whole self-extinction bit came from the now-defunct EU. That makes the revenge the Sith are after even more nebulous now.