Have you ever watch an anime where the main character is evil or insane?

One could argue that Light Yamagi is insane or becomes so with Death Note

Dilandau Albatau of "Vision of escaflowne" is more of a support, but he is totally insane

Death Note: Light
Code Geass: Ledouche bag
Elfen Lied: Lucy

Higurashi no naku koro ni/ki/rei!
The main charcter goes insane and kills people!

Every martial arts in several anime series is insane.

Death Note
Elfen Lied

Light Yagami-->Death note...dark shades in his character
Son Goko-->Insane
Ichigo Kurosaki--->Insane+evil aura due to inner hollow

There's an anime I watched called "Elfen Lied". [not sure if you watched it yet]

It's basically about a Diclonius [a species of evolved humans with two horns and vectors] girl named Lucy. Lucy is a teenage Diclonius girl around eighteen years old. Lucy has developed strong emotions of hatred and vengeance towards regular humans mainly because of how she was treated by the majority of them as a child, making fun of her horns and giving her insulting nicknames such as freak. She seems to lack empathy, kills without much concern, and acts somewhat sadistically; however, towards the end of the series, she begins to show remorse for her actions, especially towards Kohta [some boy, LOL].

Though, Lucy has a split personality. The "other side of Lucy" goes by the name of Nyu. Nyu has a childlike personality and infantile knowledge of the world, forgetting even that she is a Diclonius and how to use or manifest her vectors, leaving her as a human with horns. She initially lacks spoken language skills; however, she eventually learns a handful of words and phrases until (in the manga) she can finally speak properly despite the fact she still uses the nonsensical phrase nyu as her catchphrase. Nyu is innocent and incapable of violent acts, a foil to the normally cold and sadistic Lucy; she is the manifestation of her "good side". Whenever Nyu hits her head or when she is confronted with violence, she reverts to her sadistic side, Lucy. So yea, they're.. "one".

Genre: drama, horror, psychological

In my opinion the anime is pretty cool, though there are some extremely FREAKY scenes. ;P

Yes,I watched Elfen Lied and Death Note.

Kyou Kara Maoh
The main character was evil in the eyes of the rest of the world because they were apart of the demon kingdom where they have magic etc.. and the there were the humans that hated them. But they were only really trying to help but the humans didn't get that so maybe that wouldn't make them evil... or even count towards this question.. or would it?

School Days
tragic love story :( the main characters turned out to be love crazed, jealous murderers.. kinda disturbing... o_o

I would say:
Death Note: Light Yagami has become a bit insane
Code Geass: Lelouch is half evil because he's Zero
Elfen Lied: Lucy kills people