Gokudo is pretty good. It's like slayers but the guy just wants lots of money and girls and doesn't think twice of leaving his friends behind to suffer.

*Makai Senki Disgaea: Laharl-sama and Etna are literally demons (although they are given a more humane and comic treatment admittingly). I noticed NISA licensed Ghastly Prince Enma Burning Up which looks similar but haven't seen it myself.
*.hack//Roots: Haseo is more of a rude, anti-social dark hero then evil, but his single-minded pursuit of his goal, as noble as it may be, drives him to seek more and more power through any means necessary which has consequences (helps if you're actually into the games though).
*Majin Tantei Nougami Neuro: One main character is a demon detective who devours mysteries (fairly comedic again though).
*Deadman Wonderland: The main character doesn't start out evil, but he lives in a privatized prison that forces you to do awful things to survive.
*Noir: Two females with no qualms killing that has a fanatic religious cult worked in. Old but a (in)famous classic, dark as the name suggests.
*Steins;Gate: Hououin Kyouma (alias), self-declared mad scientist, not really evil but has surprisingly little reservation in altering the past and the people/friends around him.
*NHK ni Youkoso!: Another not really evil character, but a hikikomori just trying to survive in his little corner of society. A black humor series, one of my favorites, yet for all its laughs leaves you with this indescribable sadness when you finish it.
*School Days: I'm hesitant to mention this eroge adaption. I'm only inserting it if by evil main characters you mean you like seeing humanity at its worst. This series took a small piece of my soul and I'm never getting it back.
*Speed Grapher: Actually haven't seen this yet, but looked good; high reviews and a depraved setting feel to it.

Beelzebub? X)

Black Lagoon: Revy
Elfen Lied: Lucy

The main group in 11Eyes qualify...

The Unlimited - Hyobu Kyosuke is super good. Its a spin off of another series called Zettai Karen Children in which he is the main antagonist. It's on crunchyroll, though there's only 5 episodes out right now >.<

I'm surprised nobody mentioned Desert Punk yet. He's a total bastard, and is very much an anti-hero. When it comes to anti-hero characters, he's one of the first that comes to mind for me. And of course, there's this story spoiler (you've been warned)

I don't think DMW qualifies at all if you are referring to Ganta. Pretty much the only reason he is the focal character is he is basically the only character that hasn't fallen either into cruelty or outright madness of some degree or the other. Its pretty much the only reason that anybody respects him as they see in him the innocence that they no longer have.

I would think the anime of Black Rock Shooter should count, mainly because of Insane Black Rock Shooter.

Hmmmm... well I've been recently watching Code: Breaker and the main protagonist is of anti-hero quality.
Here's a pic of Rei Ogami

Ghost Hunt. Naru is a anti-hero. He always has what's best, yet his methods seem to be the polar opposite.

Haruhi's from Suzumiya and OURAN. They are the protagonists, but that doesn't stop them getting away with what they do. Aka, the sarcasm in OURAN and Suzumiya's disrespect for rules and privacy.

Light is THE anti-hero, proof that power corrupts.

Hei from Darker than black is only a anti-hero in season 2 and he ovas because of what happened then.

Shit, i thought mirai nikki was good.

Yeah, i remember 11eyes........never again.