A pure evil campaign doesn't sound fun to me, personally. I've never tried it, so I could be wrong.
Now, playing a campaign where we are all gray, or something like chaotic good or chaotic neutral, could be fun. For instance, if we have to take the law into our own hands, and do some shady things in order to deal with even greater evils, or to enrich ourselves, but we draw the line somewhere, then I'm for it.
But a truly evil campaign, to me, would be killing children and innocents just because you could (chaotoic evil), or to take over the world and rule it like a dictator (lawful evil). Not interested.