I agree about Defining what is Evil, or what kind of Evil you want the campaign to engage in. Selfish evil, brutal evil, evil with a goal (i.e. ends justify means), etc.
But more importantly, I suggest: talk to your players about boundaries.
What is acceptable behavior in game. Not only between characters, not only with regards to bigger things (such as burning down a village), but on an individual level, what do you NOT want to show up in the game, period?
For instance, rape. As a DM, you generally know Not to go there. Your players, however, may not; they're playing Evil characters, and depending on the character, they may be overtly cruel or have no inhibitions. Same with Slavery, extensive torture of captives, etc.
Also, you should probably address the motivation behind evil behavior. This ties into the whole "Do whatever I feel like (i.e. burn down the town/slaughter helpful NPCs)", but there's also going to be the player who wants to do Evil things for shock value alone. So, not only do you not do things "Just because you can", you don't do it because it's senseless and to push the boundaries of your friends. Be, at least, smart about it.
And finally, with regards to boundries, have the players keep in mind that before they do something outrageously evil, think about if it crosses one of the boundries (or comes close), and if it does, ask aloud if it's OK.