IME, a really good D&D campaign requires a sort of willing compromise between the DM and the players: the players agree to a little "following along" and the DM makes it interesting for them to do that. The players rein in any impulses they have to diverge markedly from what they see as the "plot," and the DM prepares a game that has a little flexibility of direction.
When did this change? In my day (waves cane), the DM presented a situation to the players and their characters took up arms and dealt with it. (I feel *old*.

)
I apologize if this sounds harsh, but IMHO a player who simply isn't willing to compromise in this way may not really belong in the group. Piratecat's solution is indeed the best if you want to keep the player... otherwise, it might be time for one of those "meaningful discussions" you always see on "Leave it to Beaver."
"Hey Beav, I think your character is a bad fit in my D&D game."
"Gee Wally, I didn't know you felt that way. I guess I've been kind of a jerk."
"Well, I shoulda talked to you sooner."
"I think I've had enough of the Lower Planes/meaningless monster hunting anyway."
"That's the spirit, Beav. I knew you'd come around."
"Being a DM is hard sometimes, huh Wally?"
"Yeah, but it's rewarding too Beav, like when I get Orcus to stomp your characters into the ground. Ha ha!"
"Ha ha!"
And everything is hunky-dory at the end of the half hour.
Or not. Specific free advice (take it or don't

):
demiurge: Bring on the demon cultists: take a page (or two) from the Book of Vile Darkness and show them what Evil *means*. Make sure it affects something they really cared about. I'm reminded of a second-hand story (was it in Dragon Magazine?) about an Evil PCs one-shot the DM ran to meet the players' expressed desire: the PCs *really* cut loose, apparently, with many sorts of behavior that needn't be mentioned in front of Eric's Grandma. Then when the regular campaign picked back up, the regular PCs walked in on the aftermath of the Evil PCs' unrestrained behavior... the story's writer said it was a *huge* wake-up call.
This approach (whether or not the players are allowed to do the marauding) has a significant chance of backfiring of course; 'tis not for those of us not involved in the situation to judge.
dshai: Same general idea: go ahead and bring the apocalypse. The characters don't feel like saving the world out of altruism? It should become *necessary*. Ideally, the players should come to realize, in a moment laden with drama and horror, "we could have prevented this!" where "this" is a scene that will really make them shudder (something on SHARK's scale ought to suffice... remember Helm's Deep? Imagine all the orcs are vrocks etc. instead, and led by four or five balors.)
HTH. YMMV. HAND.