You mean, other than being evil and having to watch your back for power plays and all the other backstabbing that goes on with people on that side of the magical coin?
Being evil, while possibly more powerful, is full of all sorts of crazy dangerous politics. To live long in that world is really hard to do. You're not just in danger of being vanquished from the side of good, but from the side of evil, too.
You really won't have any friends. [Or family. Like Brendan.