Here's one no one on here will have played, though probably not what you're looking for. Mastermind: World Conquerer. A free flash game where you plot to destroy the world, managing minions to run evil operations like robberies and assassinations, while reseaching evil science to destroy the world, and guarding your evil lair from attack until you're ready to execute the ultimate plan. Moon base is totally OP. Probably one of the best completely free games I've ever played. It's basically a parody of the evil mastermind trope, except you win. Lots of humor and charm. Available on Kongregate and Newgrounds. I'd love to see a AAA game based off this concept. Same charm and humor of seeing things from the evil-for-evil's-sake mastermind villain's point of view, but on a much, much larger scale that only a console game can offer.
Of course, I'd also love to play a game with a Watchmen style "villain with good intentions actually wins" story, in which you actually play the villain and win, but doing so is beneficial to humanity, forcing the audience to question their view of morality, but that will likely never happen...