Rewarding
You might also consider rewarding EXP based upon the goal as opposed to per encounter. Just like any criminal enterprise, they learn little upon success because it goes as planned. If they fail however; they tend to look at the failure as something to overcome.
If they insist upon evil characters, make them align with demons who are always ready to take a new soul, or some other entity that they must also fight against in order to maintain their own mental abilities and not become mental slaves. Also maybe show what can happen as they become slaves to a dark master.