As I am a big fan of anti heros and being able to play the baddies, make sure you get your baddies right. If you do, might as well kick the goddies to the bin as well done baddies are just 10 times as cool as any good hero. There is a reason why most stories live and die by the quality of the anthagonist / bad guy, while the hero often adds little to the overall quality.
Now, bad guys. How to:
1. Make sure your bad guys have CHARACTER. Yes, this is just as much true for your good guys as a Hero that risks his life just to serve others without any f***** reason other than being so bloody nice is just... flat, boring, and uninteresting.
Same is true for a bad guy. If your baddie anti hero is just bad for the sake of being bad, you know, the histerical laughter emitting, baby seals slaying evil whose only real reason for doing the things he does is "for the glory of lord satan!" (to quote the internet meme), he is just as boring, flat and uninteresting.
Characters need motivations. There are just as many motivations for a character to do bad things as there are to do good things. To be honest, the SAME motivations can drive one character to do bad, and another to do good things. Your parents got slain by a burglar with a gun? Your hero might become batman and avenge his parents death by hunting down criminals and bringing them to justice. OR he might blame the police and society as a whole for his loss and become a criminal himself (plenty of super-villains that have this kind of motivation). Then there are the really interesting heros that fall in the middle ground, like the Punisher. Not a bad guy, but neither really a good guy... he seems interested in his revenge so much that he doesn't care to much about collateral damage.
2. Characters need development! Think of the heros journey. The same can be done for baddies too. Nobody wakes up one day and decides to destroy the world. Well, some might do, but they are not just bad but need their heads checked in this case (more even than other baddies).
There are some very interesting cases to analyze for this. Have a look at Breath of Fire 4, especially the story arc introducing the later end-boss, Fou-Lu. I don't want to spoiler it, because its the best part of the best game in the series, but it is a perfect example on how a neutral character turns VERY bad because of the unfair / unlawful treatment by others.
Your bad guy might start as neutral, hell he might even be a good guy. Let the story of the game turn him bad. Because that is WAY more interesting for the player than a "Natural Born Baddie"...
3. There is no Good or Evil! I know, this goes against the RPG alignment system, but really, if you want interesting characters, don't take the good/evil alignment too serious. Your goodie two shoe paladin most probably will do quite a lot of evil in the name of faith. Maybe he suffers because of that? Maybe that is the nucleus for further story development?
Your baddy might be burning cities to the ground, but has a soft spot for little kittens? Because, hell, they are just so adorable... and opposed to those nasty humans, are not responsible for his parents death?
4. I think there should always be a neutral option! Because those tend to be the most interesting characters. Because every believable character tends to be neutral at times, as not everyone can be an angel or devil all the time.
Now, lets brainstom your baddies mission/quests:
- Revenge: this is always a good option. Slightly overused, but never gets stale. Most people LOVE to see those bad guys gettin what they deserve. Why should this be a bad guys mission? Because really, revenge in itself is not something a "good guy" would be doing. Most of the time, revenge means a spiral towards war and madness. Which means revenge as a quest or overarching story motivation is a good way to show how the hero became "evil".
- Reward: Hunting for riches and fame is also a pretty common motivation. Now, this shouldn't be really the main motivations for really pure good heros. It fits neutral heros extremly well, but could also be used for evil heros. After all, destroying the world costs a ton of money. This can show the ruthless side of the evil hero well as he will sacrifice tons of innocents just to get to his rewards.
- Power: Yes, now this is overused for evil guys... but of course, it fits well. If its trying to summon that powerful demon trying to become more powerful, overthrowing the emperor or just amassing an army, the search for more power is clearly an evil trait. It could also be done for a greater good (good hero), if you want interesting goodies... neutral characters also fit it. But really, its mostly for the evil guys.
You should ALWAYS give the evil hero a motivation for seeking power. Even if he just seeks power for the sake of being the most powerful being in the world, there most probably is a reason for that. Maybe he had a difficult childhood?
In general, you can use the exact same quests for good/neutral/Bad characters. The setting might be the same, the outturn is different. Of course, random villagers will not walk up to your foreboding looking necromancer to ask him to fetch their cat from the tree...
But for example, lets say your heros village was attacked by bandits while he was away, several villagers have been killed including the heros parents, and the bandits threatened to return to get the rest of the villagers stockpiles.
Good Hero: He will try to rescue the surviving villagers, and defend them against the bandits should they catch up. He has suffered a tragic personal loss, but his thoughts are more with preventing more pointless death than anything else.
Neutral Hero: The hero will go hunt after the bandits, trying to avenge his parents death. He doesn't care enough about the other villagers to even notice he is leaving them in danger.
Evil Hero: The hero will be consumed by rage. He sacrifices all the surviving villagers to the dark gods to gain the power needed to bring bloody justice to his parents killers. Of course that will only be the first step on his path spiralling down into bloodshed and madness.
Or, in short:
Good Hero: Thinking about others before himself.
Neutral Hero: Thinking about himself and those close to him before others.
Evil Hero: Only thinking about himself. Making no difference between friend or foe.
Of course, that means that a party of evil characters needs to have a different kind of bond than the usual "lets just be friends and hel each other" that lead the good characters to form a party.
Think of black mailing a character to follow another, common goals (Riches or Power), one character summoning another and forcing that demon character to do his will, and so on.
Of course, you can have fun with this kind of unstable party when creating your story. Will there be a traitor in the party? Will a character become treacherous once a goal is met? Will a black mailed character search for a way out to murder the other characters and leave the quest? Will two characters get into a fight over nothing? Will the summoned demon character try to break free from its shackles?
That alone can make for some extremly cool story parts, and maybe the odd quest. After all, your evil hero needs to keep his henchmen under control with an iron fist, so maybe there is a quest to punch some of them back into following his orders.
If you want some stories about neutral or evil heros, a very good book series is Elric of Melniboné... character here comes from a society which would be called evil by our standarts, but turns into a neutral hero in the end.
An extremly good manga series is Berserk. Main Hero is pretty much neutral throughout the story, but always on the brink to be turned on the evil path, while having companions that try to bring him on a more good path. Also, what turns out to be the antagonist is a very interesting example how a good/neutral character turns extremly evil because of personal loss and character traits.