Magneto has had a Couple of Minis (Rex and Dark Seduction)
Son Of M gave Quicksilver a mini where he was a villain (He took on the Inhumans)
Thanos had his own series a couple years back (12 issues, though he was kind of a hero fighting Galactus and stuff)
Venom has had minis and his own ongoing
Sabertooth has had three, I never read the first one, the second one he acted a s a hero saving a bunch of hookers and the third one he was hunting Wendigo, but the main focus was on Sasquatch as the hero.
Apocalypse had a Mini titles Rise of Apocalypse (Though he was portrayed as a hero fighting Rama Tut, aka Kang, and it featured the FF)
The Age Of Apocalypse had one mini (Factor X) which showed stuff from the villains side (Even though Cyke switched sides)
Modok's 11 is an upcoming mini featuring a bunch of baddies.
Identity Disk was a mini tat featured Deadpool, Sabertooth, Sandman, Vulture, Juggernaut and someone else all being blackmailed by someone..(Can't remember his name) and they had to take on AIM.
And of course Thunderbolts even though they all eventually switched sides.
Oh and right now Incredible Hulk is showing his POV where every other book has him as the villain.