I don't actually need the leading lady to be a 'villain' or an 'evil' character, but more like 

A. the one doing the revenge towards people who hurt her or wronged her, 

or,

B. a criminal, a scam artist, etc.

The other important thing is a guy who either tries to help her, redeem her, cares for her and feels sorry for her, tries to make her see reason and so on. (He can be the one she's taking revenge on, or just anyone. xD)

My absolute favourite drama like this is "Guilty Akuma to Keiyakushita Onna" where the leading lady is taking revenge, the leading guy is a cop who sympathizes with her and tries to help her. 

Any recs would be awesome. :)

Panda: K2 was fantastic, but I hated that woman lol, had to skip her parts mostly since she annoyed me so much. And Queen Seon Deok was indeed awesome. I haven't seen Come jang bori, will check it out, thank you very much. :)
Byakuyako --- she is out for the revenge, the guy does her bidding..... Murder, suspense.
Into the White Night --- J-movie version
White Night --- K-movie version
--->>> I suggest u watch the movie the movie first, better for the suspense.

Sympathy for Lady Vengeance --- K-movie

Raeng Ngao --- She's out for revenge on anyone who led to her sister's suicide .... Anne is very good, her first pairing w/ Ken, who plays the nice guy to redeem her.
2 that come to mind with the revenge theme:

Shy Boss (aka Introverted Boss)
Cunning Single Lady
rainruma: I've seen Byakuyako but didn't realize there were movies too, thank you very much! :) ( I've seen Rang ngao a few times, might watch again someday.)

joannesmith: Cunning single lady seems ok, but Shy boss seems awesome! Will definitely watch that one, cheers. 

IzzyDramaLover: That looks interesting, and I haven't actually watched a Japanese one in a while, thank you.

Panda: Will definitely watch that one, thank you again :)
Yong Pal - it's not like the lead actress is a villain,  she just want a revenge. 
The Princess Wei Young - she also want a revenge
Witch ROmance 
Witch Yoo hee - both drama have a femle lead who's not good with they're co-worker. 
Yoona's Street might fit what you're looking for - the female lead is an expert pickpocket, while the male lead is a decent guy trying to get her out of the criminal world.
My lucky star - she is a con artist
Try Queen of Ambition. (If you don't mind old Korean dramas)The female lead is bad to the bone.
The only one comes to my mind straight away is "The Princess Wei Young". I enjoyed it very much to the point where I binged 50 episodes in 2 days. XD