Note: it's a pain in the ass when the PCs know the DMG just as well as they know the PHB. The players talk back to the DM, 'but in the DMG it says..' or 'but my character already knows..' (which no, he shouldn't know...) it's so much easier for the DM when people don't meta-play!
I don't have a DMG but knowing the PHB pretty well allows me to correct our DM pretty often since he was such a dumbass. Just on dumb things like attacks of opportunity and some combat rules.
Playing an evil character can be very tough, if for no other reason just because it usually cuts your quests and subplots short. When you tell an NPC to "Fuck off! I don't wanna hear your bitching!" it gets kinda hard to have them offer you a job. If you play an evil character you would have to play him so that he's nice to people up front, but he has evil, concealed motives. The other thing you can do which I enjoyed A LOT is to download a module specifically made for an evil character. I recently played and finished a three part series called the Rogues of Quinn designed for a Lawful Evil Rogue. It was an insane amount of fun and I couldn't pull myself away from it. I would say it took more than 20 hours to complete. I highly recommend it. It took my character from 1-12th level and had a good storyline.
P.S. Class specific modules usually turn out to be the coolest since you get personalized equipment and the module really utilizes your skills and combat techniques to the fullest. So far I've played the Twilight series (Paladin), Kale's Rangers, and Rogues of Quinn.