When I was younger, I would have agree'd with you in a second, but as I've grown up I find evil isn't as much fun anymore. This is the main reason I didn't like GTA4. A good game on its own right, but I have outgrown the chaos-simulator style.
More on topic however, in games that I play and am given a choice between light and dark I find myself siding on the "light" side as opposed to the dark. I do this without a goal of the light side in mind, it is simply that the light side is, well, nicer. The KotOR series, Mass Effect, Bioshock, etc. The sliding bar of good and evil is shifted toward good when I play these unless I go out of my way to be bad to see an alternative outcome. If a beloved series of mine, say pokemon for example, were to offer a good vs. evil choice I would choose dark to see what was new, but would probably ultimately succumb to returning to the light. I enjoy having a choice in the matter however.
That being said, I do enjoy playing as the supposed "bad guys" when the choice is merely choosing a team and isn't based on story based choices. In Star Wars: Empire at War, for example, my preferred team of choice is the Empire. I find them to be better and given that I dislike land battles in that game and enjoy space battles the option to simply blow up every planet after conquering its overhead streamlines the match.
One of the main reasons I am swayed more toward the light is because I dislike corruption, as cliched as that may sound. I tend to distance myself and distrust anything that becomes too large and too influential. It is part of the reason I have a vocal anti-religion opinion.
HOWEVER, I am looking into this far too much, sorry if I derailed this at all.