Any villain who calls themself evil seems kind of childish or they're trying to make a point.
The Red Skull did that under Mark Waid, didn't he? He's very childish.
The only time I can recall someone calling herself evil to make a point would be in the episode of Angel called "Five By Five" where Faith shouted at Angel "I'm bad! I'm evil!" Once I realized she was doing this to get Angel to kill her, it was the television equivalent of a kick in the stomache.