I usually run through a game twice; first time I play nice, second time I play evil.
Strangely enough, I have yet to see a game where choosing the "evil" options on a solid basis yielded any sort of significant difference in personal gain.
For example, something along of these lines happens sometimes in the campaigns of NWN2;
PC: now that I've saved your sorry arse, what do you have to tell me about the baddie?
NPC: blablaevilblablaplotblabla
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now, it can go these two ways
Good-
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PC(G): thank you, by the way, here is a little something to buy you safe passage far away from the baddies' vengeance.
NPC: thank you so very much, here, you can have this. I don't need it anymore! "leaves" *player character loses an insignificant amount of gold, player character gains an obscene amount of xp, player receives a powerful and maybe useful item worth the value of their negligible donation an infinite time over.
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Evil-
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PC(E) Thank you, now, gimme your stuff or I'll turn you over to the baddie.
NPC: Bastard! "leaves" *player receives a negligible amount of gold, player receives a quite ordinary amount of xp*
the same thing happens in bioshock, while one could argue that your actions are even more evil when there is nothing to gain by performing them, it bugs me to no end that an unending chain of selfish decisions end you up with less personal gain than selflessly sacrificing yourself to others.