Evil isn't about the action, it's about the motivation.
For example, you could choose to help someone on the road side for the reward and information that could lead to more wealth and power, and then decide to either spare or kill them for greater influence or even more gold and power.
The thieves' guild makes sense as they are a player in Skyrim, and given that they also plant false and incriminating evidence and frame people, they are a potentially useful resource.
The Mage guild makes sense as it's a center of great power.
The Companions guild makes sense as it not only provides a reasonable cover for your nefarious activities, but if you're a senior member or the leader you can direct the guild away from your operations, or use them to attack competitors in the region.
The Dark Brotherhood is an obvious choice.
Siding with/against various Jarl's can benefit you directly through appointments and power, as well as position you to betray them later in the Civil War.
An evil person isn't necessarily a blood loving psychopath, or should I say JUST a blood loving psychopath. They can be conniving and machiavellian in their quest for knowledge and power. That may mean you want the love and adoration of the people to support your eventual rise to power as well as provide cover for your more questionable activities. At other times you may not care about their love and adoration because it's too late for them to move against you.
And you don't necessarily have to side with the Volkihar vampires. On the one hand you can use it as a means to increase your own personal power and abilities, however do you really need to join them to benefit from Vampirism? Serana can convert you even after you wipe them out. One way to play it is just to view them as a potential rival for your domination and conquest of Tamriel, thus requiring that they be eliminated.
Find evil motivations and any action, whether it seems "good" or not can be evil.