Yesterday, I made the point that evil isn't so great, really.
So let's say you and your fellow players in my game decide, yeah, let's be evil. Let's have a whole party of evil and not-evil-but-amoral types.
Some of this advice is generic, but it's largely predicated on being for GURPS Dungeon Fantasy in DF Felltower.
How to do it?
Let's handle some out of game issues that affect an evil party differently.
The first issue is, will you be loyal to one another despite evil being evil? Will it still be a cooperative game of magic items going to the one who can best use it or most needs it, loot divided by need, people buying each other potions and whatnot?
It's a big decision, and it's one you need to make right way. This is first-principles evil campaign stuff. If you don't all agree on "all for one, one for all" then it's every man for himself. Know that when you throw your buddy the idol, he's not going to throw you the whip.
If it's all for one and one for all, dispense with the big issue of evil being untrustworthy by being loyal to each other with disadvantages. We're evil, yeah, but we're a tight fraternity/sorority/family/knitting circle/company of evil. You can take Sense of Duty and Code of Honor and all of that. Or lack them, but generally act as if you have them.
The second issue, know other people's squick factor and trigger issues. Maybe someone doesn't have an issue with saying, "We torture the prisoner for a +6 to the roll" but really does have an issue articulating it. Maybe they'll play the bad guys well but really don't want to get into the issue of what selling kids into slavery really means for them. Stuff like that. Know these and respect these. It's a lot less of an issue with good parties. People might want to choke you when your holy warrior gives his +1 sword to the church when he finds a better one and doesn't give it someone else in the party, but they won't feel uncomfortable at the table.
What are in the in-game issues of being evil?
One big issue with an evil party is healing. Simply put, you don't get any in town from the Church. You don't get any in the dungeon from your Evil Cleric. Your neutral types may be able to get healing in town - and in DF Felltower, that's really iffy. Known association with evil types is quickly going to end with a reputation, and probably eventually Social Stigma (Excommunicated).
Evil Cleric: Get PI4 and take Steal Vitality pronto. Use it to drain foes and heal your injuries.
Unholy Warrior: You'll want Blood Healing immediately. Wild Talent will let you cast Steal Vitality once a session, or let you access any evil cleric spells as needed . . . once per session.
Everyone: Rapid Healing, high HP, and potions of healing are your friends. Learn First Aid, and make sure you have a good score in it.
The best way to avoid a need for healing is a good offense.
The Best Defense is a Good Offense
The evil templates in GURPS Dungeon Fantasy do offense well.
Unholy Warrior: Evil characters should be liberally using poisons - and Unholy Warriors have access to the Venomous Tongue perk, which is a great way to save cash for healing potions by getting free poison. Blood Harming is useful but will cost HP to do. Striking ST for surprise attacks are good - remember, killing by stealth and treachery is easier than killing in a straight-up fight.
Evil Clerics: Unlike good clerics, you have a lot more offensive magical power. Death Vision, Deathtouch, Wither Limb, Frostbite, Madness, and Terror are all useful ways to deal with foes. Zombie and Mass Zombie will make them your friends after you steal their FP and HP and kill them. Summon Demon is a good top-end spell to get, too, to get demonic aid. You get what you pay for - like elemental summoning, if you do bare bones and minimum you won't get a fight-winner. But you might be able to get something serious to aid you if you put some real effort and energy into it. Don't try to be a good cleric, only evil . . . comb the spell list for ways to be offensively-minded and end fights quickly and unfairly and use them.
Others: Basically any template can be evil, of course, not just the two above. Adding a lens for either Unholy Warrior or Evil Cleric can help make you more so, and access their own abilities to add to your offense and allow you to "heal" by theft of life. A special shout-out goes to the Assassin (DF12) as a template that fits thematically better with evil parties (and which does well with kill-by-treachery). And to wizards, who are actually harder to make good than to make not-good.
My Kind of Scum!
One last benefit to being evil - the evil creatures in the dungeon are potential allies. You can do all sorts of things to curry favor with them, too - bring them sapient beings to eat or enslave or sacrifice, bribe them, give them tools that harm civilization, whatever. You can take part in their dark rituals - and maybe teach them a thing or two about darkness that they don't know. And, of course, kill them when it benefits you. It's easier to side with whatever horrible creatures you find, or use the unholy and unspeakable knowledge you uncover, if you're evil, horrible, unholy, and unspeakable yourself. "We should destroy that, not use it or sell it as is" is not an issue . . . unless you find something Holy.
Closing Thoughts: This just a quick scratch at the surface of what evil characters could do in DF Felltower. I'm not saying it's a good idea, or that these are the only ways to go, or anything like that. But for all that evil is, ultimately, weaker than good, it's not helpless or hopeless. It has some tempations and some power that good does not have. The above might make you give it a second look beyond scanning the templates for healing spells and then moving on. They aren't Good + Cool = Better than Good, but they aren't Good - Utility = Worse than Good, either.