try planescape: torment. You play an undead "hero"; and no-one could really say the "good guy" wins in the end. One of the best RPG's ever, IMO.
Plus, since it is a few years old, you can usually find it for sale cheap.
I have it already and beat it a year ago, although it is still calling me. Tis a most nifty game, indeed. <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" />
To Crimson Knight
I didn't read many of the Star Wars books, but I liked the Thrawn trilogy. And it always got me how the same small group of people could keep beating him. <img src="/ubbthreads/images/graemlins/delight.gif" alt="" />
I heard Morrowind ( which I have but my system absolutly can not stand to run) will let you play evil, too. One girl said she played as a vampire. Sure, she couldn't do most of the quests but she it was great fun running across rooftops and killing people to live. <img src="/ubbthreads/images/graemlins/badsmile2.gif" alt="" />