First, I'll say I enjoy playing heroes. If the game is about being a Hero. If we're supposed to be heroes but really we're just raiding tombs and wandering around, that's not very heroic to me. I'll be Good, if being Noble and Heroic is what the story calls for. If not, then I'll play a character who doesn't need to be.
I should differentiate that I don't play (or like to play with) the type that murders or does other heinous things "just because", or who goes on a lark to burn the town down. The same with trying to kill party members. I don't want to derail the Game, and IME these sorts of "I'll do what I want and other senseless, wanton evil, and no one can stop me" does often result in a downward spiral that kills the campaign, or at least everyone's fun. Often these actions have no consequences, or it's harder to enforce consequences for that type of behavior. As long as the party stays cohesive and it doesn't result in going too far-afield, I'm happy as a player or a DM.
Beyond that, it seems that it's more what the system (and DMs) define as evil. For instance, I love undead. And I love necromancers. Death and undead and immortality are interesting. But D&D has traditionally said "All undead are evil, casting Necromancy spells is EVIL", so the response from me is "Well, then I guess if playing around with that stuff is evil, then I'm evil."
Also, I like assassins. I mean you can't swing a dead goblin without hitting a Hollywood movie about a hit-man as the main character, so it's a natural trope. But assassins, once more, are evil because killing people for money in cold blood is evil. Even Dexter, someone who kills murderers who have escaped the justice system, does so by knocking them out and then murdering them when they are defenseless. Not exactly Good.
But there's also mob movies, and since mafias are Lawful Evil organizations, to play in those, you again, have to be evil.
Finally, playing evil allows for a level of practicality. You don't have to act on the forced good response. "I dont' care about the orphans, we're here for the treasure. Get it and go." Perhaps that's more Neutral, actually - a mercenary attitude. But again, you do not see that all that often in campaigns. But Evil also permits "Ends Justify Means" play.
Although I will say that, while LE can be enjoyable, it's more fun to walk on that fine edge. Evil-Leaning, but never tipping over. Working for that Evil patron, but never quite succumbing. Playing Elric, or whathaveyou, where you're rebelling just enough to have a sliver of a soul left.