*EDIT* I am going to murder my co-workers, although I should probably lock my computer while I'm off fetching lunch.
**EDIT** OK, now I'm back. I've guilted myself into saying something (vaguely) meaningful on the subject, since the post is here anyway.
I suppose there's always the classic penance version of evil that Yahtzee mentions periodically, that being "more power now, with consequences later." A simple way of writing such evil would be having evil options give the player significantly more power in the short run, but make the game significantly harder near the end.
In the sort of situations you're talking about, I think the problem lies with what designers "want" the player to do, fleshing out the "right" option (usually the "good" one), leaving the "wrong" (see: evil) option to be, well, constrained.
On a slightly related note, I would also like to see more moral ambiguity in video games, situations where the player is left wondering "Did I do the right thing?" An example would be "The Pitt" DLC from Fallout 3.