I can take a evil character player and let them have a lot of fun in one of my campaigns. I am sure the anti paladin and others will thrive as I am one who as a DM can give them some good play. As they earn experience through they will have to watch their back as their reputation will also grow. The better known they are the more and more good goes will want to try and rid the world of them. This gives them plenty of opportunity to create a stronghold to be more able to resist those who want to do them in.
Yes you have to have evil for good just as good need evil. In a RPG you are either going to want to rid the world of evil or of good depending on your choice of character. Along the path you choose you will always want to make you character stronger and more notable. You want the histories to write volumes about you and your deeds whether they were good or bad.
I've met some morbid DMs in my time with such dark descriptions and low voices that the players actually started looking at each other to see if the reaction for each other was the same, creepy.
I think there can be something cathartic about playing a bad guy. We are expected to be on such prim and proper behavior in our every-day lives, that having the chance to act out in a fantasy can help. Now it does take a certain kind of person to be able to recognize and continue to see the line between fantasy and real life. Just because being a 'pimp' or killer or 'bad guy' in game gets you benefits, does not mean it would benefit your real life. Most 'bad guys' get caught. The 'bad guys' who are really 'good' at being bad don't get caught, but that is rare. Everyone makes mistakes and gets caught eventually.
I don't personally play bad guys, just because I find it tiring to constantly have to fight against the establishment so much. Now as DM, you are cast as the 'bad guy'. You have to come up with all these people who do horrible things and motivate your players to really want to bring him down. Most people justify this as, the 'bad guys' are setup to be knocked down by the 'good guys', but I see little distinction.
There is also the kind of bad guy that isn't seen as a bad guy, at least not in role-playing terms. For instance the classic Robin Hood or the corrupt politician that makes inside deals that causes higher taxes and people to lose their homes. Even the pimp, who is providing an 'important service' for those that require it is looked on as a needed bad guy because it satisfies their own badness. Everyone is guilty of badness really. In a typical Role-playing Game what gives characters the right to think they should plunder someone's gold if they did not work for it? Don't goblins and orcs have a right to life as humans, dwarves and elves? Getting too philosophical?.
This is a lot like the discussion in Would You Play A Villain? but on a bigger scale. The oxymoron here is making fantasy as real as possible and to do that there must be some pretty bad stuff out there. Its unlikely that in a rough fantasy setting there isn't much civility so things are going to be bad. Look at the Hobbit movies as an example, just about every scene had some big challenge to it and most of the time it was against pure evil.