It would make for a fascinating anit-hero/antagonist character. But, like Warren said, most people play on the good side and that sort of thing normally doesn't go over well. So expect the character to either be lectured to death about why its wrong, arrested, or hunted down himself for it. Lol.
But if you want to play it, I say go for it!
But if you want to play it, I say go for it!