See, this topic has me in a mumble jumble of feeling because it honestly depends for me. Its when a role-player can really pull off a dark or tragic character that I find it acceptable. The melodramatic, dark and tragic character, while indeed cliche and attention-seeking, can have both its ups and downs. Now, I'm not saying, "Oh, these types of characters are so overrated and annoying, nobody should play them", I'm saying something more along the lines of, "If you're going to play this type of character, make sure you can do it the right way." I'm very open-minded, since RP is an art that really doesn't have a per say, right way, but in this case, if you want to make sure you're not being that overly cliche person that people drone on about, then you have to play this type of character in the right way. Invest time into the character, just don't spit out a tragic backstory or an evil personality. Lay out the backstory in a chain of cause and effect, or perhaps give this said character some motivation or issues that would cause them to act in such a dark and evil way. Think of it logically of how some "evil" figure in today's time might have gotten that way.
Now, in addition to thinking out the character, you have to know how a character in said circumstances with said issues/motivations/goals would act. You can just say they'd go around, killing everyone, being gloomy, edgy, etc., because in reality, nobody actually does those things on a whim. To spice it up, have your character have an internal conflict, with more than one reason to do/not to do this evil deed. Also, character development plays a HUGE role in creating a successful evil character, as there is no such thing as a set personality since birth. Personality and ideology is something that is developed through life, which is likewise developed through RP.
I could probably drone on more about this subject, but I don't wanna drown you all out with an essay. xD I've been there and done that, as one of my most well RPed and most well rounded character is a psychopath, comparable to maybe, a character like Harley Quinn in order to give you more of an idea. But yeah, long story short, there's really nothing wrong with these types of characters as long as you put some time and care into them -deep breath, finally finished- xD