There is also the demon Lord series by Morgan blayde. P. S. You have to prepare your mind if you want to read it because it is an acquired taste but it has pretty high ratings in goodreads

Does anyone have the link for Waldo rabbits 3

Anti-Heroes by by David Dunwoody & Eric S. Brown.
It's right there in the title

confessions of a D-list supervillain by jim bernheimer (this is a series of 4 books now but the first one is still the best)
How to Succeed in Evil by Patrick McLean
Warlock of the ancient magus world (translated from korean or japanese) not evil per-se but certainly selfish to the point of well if I torture people enough they may leave ghost remmenants which may aid my reasearch into souls, lets do this for all criminals in the region for the next couple of decades, etc....
Overlord series by Maruyama Kugane (Overlord is a Japanese light novel series written by Maruyama Kugane and illustrated by so-bin. The series is ongoing with 9 volumes. An anime adaptation has been announced, and it has already aired.)

Edit: and now I see how long dead this thread was, sorry did not mean to necro it....

I'd say the "Dexter" series by Jeff Lindsay is an obvious candidate...

The Grey Bastards
A Plague of Giants

[Dendra]

Try Iron and Magic by Ilona Andrews. The villain Hugh d'Ambray from the earlier Kate Daniels book is the protagonist, and I really enjoy how the tagline describes him:
"Full-time badass. Part-time jackass."

He doesn't become a hero, but this is the first book of 3 in a series. It helps a lot if you've read the Kate Daniels series first, but if you don't have time for 9 books at least read #6 and #7. Hugh really is a bas***d in those books, and it sets up the opening scene of I&M well.