I can throw a few in.
First of all: deactivate half of your characters. I'm not saying this out of spite, but in full seriousness. Your evil empire WILL take a lot out of you, if you plan on it to be good and active. That's why Kronos is my only real active character now (I probably should revert Hannibal back to NPC status).
Second: Choose a style. Even though Xorlak may disagree, I think that such an epilepsy of a nation as mine was horrible (clockwork industry-style land ruled by a necromancer). Now that everyone's a necromancer, it's a little more sensible.
Third: Don't massively overpower your character. Since I rock so much, and Kronos is so special, I get to break that rule - but as a general advice, try to keep your character's power within his own empire. A one-man army of a ruler wouldn't really need an empire, would he?
Fourth: Once again, learn from others' mistakes: do NOT make another new landmass for this. Other than Gaian and the Arctic Region, we've got Ariosis, Kandarin, and Coriko's work-in-progress. Trust me, it is a LOT more fun starting off where there are rules already laid down, rather than making an island with your own. That's the main reason why I trashed Kandarin and moved to the Arctic Region. Kandarin was way too perfect for me - in AR, I actually had some troubles to overcome, such as the absence of building materials. That's how the whole idea of unlife came to be.
Fifth and final: don't start out big. Yet again, another mistake I made. I thought that Kandarin would be a militaristic nation, and I'd have no trouble conquering Gaian - well, I'm at my third try, and I still don't command much respect anywhere in the world. That's the part you have to work for, and that's the part that makes the evil overlord character interesting. An evil overlord with everything at his disposal is no good at all.
Note that all my suggestions are based around an empire, and not a solo character. *hint hint*
