I would like to watch a drama where the main lead is evil (or just not apart of the good side) and stays that way. Or a main lead who starts off good, but due to circumstances becomes evil.
watched a few episodes of Gap Dong, one main is a detective the other, ryu tae oh, is a psychopath serial killer (he's in a mental hospital for the first few eps)
I also watched a few episodes of Saki. The girl is crazy too lol.

Gotta say both psycho's are so full of charm you'll love them. Saki's death stare and Ryu Tae Oh's ice cold laugh gives you chills everytime. Also the way Saki chops her food, so creepy. You'll see right in the first episode what I mean lol

I can't 100% say they stay bad until the end as I haven't completed either of them, but I got the feel they do lol.

Bad Guy - Not that he is evil per se but he's driven by a desire for revenge so maybe it counts.
Ouroboros- Again same as above. In this one there are two main leads, one is a police investigator and the other a yakuza. Both are friends and seek for revenge.
Also in Border main lead starts good but slowly changes sides, however it's not everyone's cup of tea. 

That's all I could think of cuz i dont think i've seen main leads that are bad to the bone.
@Sujach thanks for the recommendations. ill try gap dong out, it seems somewhat familiar to, i remember you.

@sakuraKhey yes ive watched bad guy, i was looking for shows similar to this. and same with ouroboros. ill give border a try, i think i watched the first episode but gave it up. and i know right, thats why i like them. it almost always good guys or bad guys that turned good, but im getting tired of them. i want something a bit different.
Im not sure if you'll like a drama, "Miss Ripley", the main lead is a girl and she's not entirely on the good side. It's not suspense or thriller.