At first, yeah, you're going to have to do a couple of plainish adventures so that you can solidly establish the characters as amoral bastards. Make sure you slant this towards "Evil With a Purpose", though. Stuff involving slaves is always good (make certain that it's set up to NOT reward them for doing good. You reward was the warm fuzzy feeling, don't pretend like you deserve more. You can get more warm fuzzy feeling, or you actually get something TANGIBLE).
After this gets established, you need to give them something to manage. You don't have villains without a base of support of some sort. Whether it's strong-arming a bunch of goblins to work for them as a truly pathetic workbase, or setting up a network of contacts through money and blackmail, or some ancient ruins they can settle down in.
Then, you need to talk with the players, and agree on some possibilities to have as an end goal. There's a lot of generic ones, but they're going to choose a direction to move in, or you'll descend into LOLRANDUMBEVIL. From there, you should be able to swing it.
tl;dr: Only reward them for evil done with a goal in mind. Good acts don't get them anywhere, randomly raping children doesn't get them anywhere. Keep them moving along like that.