Allow me to once again make status.
It seems to me that most actors playing evil say they will always try to defend their character no matter what horrible acts he or she commits, because that makes the character less one-dimensional and more interesting. But I've noticed that many of you feel they have to defend not only your character but evil itself which is quite different. This is not to encourage a philosophical discussion, just makes me wonder.
Others answer they want to play evil for fun or to let out their inner demon or devil (my words not yours) which I can much better relate to.
Some want power beyond what a good alignment can provide. Others just find evil characters to be more interesting.
I now realize that my original post and question entice many of you to explain your ideas about what it means to be good or evil. Please focus on answering the original question and if you feel you have to elaborate on it by describing your views on good and evil I guess that is ok.
I think to truly be able to play a through and through evil character, you have to see their side of the story. I saw an interview with Tobin Bell ( he is a total sweetheart btw, met him at a horror convention), who played John Kramer in the Saw movies and he said, of course this character is evil, he tortures and kills people. But he focused on the loss this character endured and his terminal illness and made him more dimensional. That is, what I like to explore: Can I play a character, that is the total opposite of my own moral code, believable? For me, pen& paper is the better tool for that, because you have all the freedom, while a videogame has limits. To stay with my Saw example: John Kramer would never have sided with the goblins but I think, he would have put every single companion through his 'tests' for different reasons.