Well, I've never played an evil campaign - but I did have an evil DM, and that had some repercussions that are still with me:
When I was in junior high, I started playing D&D with the college aged son of a friend of my dad. He probably wasn't, but could have been, the inspiration for the Jack Chick publications about D&D - fingernails painted black, made us memorize our character sheets so we could play faster and in dim candlelight, and EVERYTHING was in character. Several years in a row, people's housepets would go missing and turn up decapitated the morning after Halloween - and he always had this knowing smile whenever it was brought up. In his campaign, I was Lightfoot, a LG Ranger dedicated to Tyr - needless to say, he didn't like that character much.
After about a year of this, due to pressures at school and problems between my parents at home and just general weirdness in my life, I kinda snapped. I spent a little over two weeks as Lightfoot. And for quite a while after - about a year and change - I was still convinced I was Lightfoot and had just gotten good at pretending to be this person all these people thought I was. Fortunately (?!), I got in a pretty nasty wreck when I was 15, and suffered what the doctor said was the sort of brain damage that leaves most people hospitalized as vegetables. I ended up having to kind of rebuild my mind. So the person I am now is neither Lightfoot nor who I was before that - although I'd have to say that Lightfoot is a positive influence that helped me get through quite a bit of difficulties with my sociopathic (literally) mother.