The Bible uses certain words to describe acts or behavior that is in opposition to God's way, but do they each have a separate meaning or do they all mean the same thing? Consider the following list for discussion in this thread only:
The Bible mentions more than once that no sin is greater than another. So I think that sin covers pretty much everything bad you do, and anything good you don't do that you know you should. Jesus did say, "anyone who knows the good he ought to do, and doesn't do it, sins". So its pretty clear that sin covers everything.
Transgression, however, is the act of sinning against someone. Wrong doing against others is a sin, but is specifically a transgression. Transgressing against someone, or God, implies the act of doing something towards a person or being such as God.
Evil is someone that is innately bad. A person in which there is no good left. It is the actual state of someones soul. An evil person has no good left in them, every thought is self serving, and every thought about others is destructive.
Wickedness is again, and act. Wickedness is used when people are doing wrong constantly. Its different from evil where the Bible shows that when they are wicked, that every thought and intent is bad. Most wicked people are evil in the Bible. All evil people are wicked, but not all wicked people are evil. A person can act wicked, but just be acting out a need. Wickedness is the act of doing evil. Being evil is the state of someones being. At least this is how it stands in my opinion.