Agree with most of the comments about evil being too one-dimensional.

The other thing that has always bothered me is that most characters seem to be good guys by default. The best example that comes to mind is Red Dead Redemption. You could spend all your off-time killing civilians but, in the missions, John Marston always came off as pretty decent guy. So, even if you were to take the cartoonishly evil route while free-roaming, it always felt like a break from reality because you'd be back to helping farmers round up their lost cows by the next mission.