At our table, if a player suggests doing something that really seems to go against the character's alignment, the DM will just reframe the action as a question, in a way that shows where the DM sees the conflict. The player can then say, "yep, that's what my character does," or, "wait, no, now that you mention it, he probably wouldn't do that..."
This is how I tend to DM. If a player does something really weird, I reframe the situation to make sure that the player fully understands the scene. And I ask for confirmation. Sometimes the player was just kidding, or he was confused, or he misunderstood what was said. Maybe he missed a crucial piece of information?
Say for example that a player says that he wants to kill a city guard. I'll inform him that while he can do that, both him and his party may no longer be welcome in that city, if they get caught. They may need to return to this city multiple times in the future, and becoming a wanted criminal may not be in their best interest. Is all this trouble worth it?
Usually the party as a whole would then agree that perhaps killing the city guard is not a good idea. Or I might give them additional information that would open up other alternative strategies. I always allow my players to undo a decision, without any penalty.
Another example, would be two players trying to break into a graveyard. Two Lawful Good paladins (of the fanatical kind) are guarding the entrance. A third is patrolling the streets. The graveyard itself is covered in darkness, and void of guards. The players consider the option of killing all of the paladins one by one. At this point I would remind the players that there are probably more paladins inside the nearby church, and all it takes is for one of them to sound an alarm. If they mess up, the holy order could sound the alarm, and then they have a huge problem on their hands. I also reframe the scene, and give them more details about the lay out of the graveyard. So the players reconsider, and decide that maybe they can simply climb over the fence unnoticed.
As a DM, I can't play their characters for them, but I can reframe the scene, and give additional information. I can also tell them what their characters know, or may suspect. Based on that new information, the players may choose an entirely different strategy. Maybe they didn't realize that the only thing stopping them from entering the graveyard, was a pathetic little fence, which they could easily climb. Maybe they didn't realize how well armed the paladins were? Maybe I as a DM forgot to describe that they were wearing full plate, and looked like formidable foes? Maybe they didn't realize that with the graveyard covered in darkness, they would be virtually invisible to the paladins, once they made it over the fence?