I have not read it but Soon I Will Be Invincible is the closest I can think of to what you're proposing, other than the excellent short story collection If I Were an Evil Overlord, inspired by the Evil Overlord List.
My question is, why should your main guy be only petty, shallow, and selfish? Do you want him to win at the end, or be defeated? I think LOTR from Sauron's perspective (or Melkor's, who was Sauron's mentor and much more powerful and evil) would be really fascinating in a skin-crawling kind of way, but Sauron is not a one-dimensional character. (Particularly if you read all the Tolkien backstory prior to LOTR.)
Your bad guy doesn't have to think of himself as a good guy in order for his motives to be understandable to the reader. Someone with an obsession, a burning need for revenge, a mental defect, or who's just a plain ol' psychopath can be complex while still being bad. Your main character shouldn't be paper-thin and obviously hissable. The reader should actually be torn a little because s/he finds s/he can sympathize with some of the things your evil main character did.
George R.R. Martin's "A Song of Ice and Fire" series, the one which starts with A Game of Thrones (coming to HBO soon YEAH!!! okay sorry), has an entire family of "bad guys" who do evil, selfish, cruel, and petty things, but there is a lot about them which is also likeable and sympathetic, and when one character ends up trapped in jail as a result of her own scheming, I was both horrified and elated. That's what you want to aim for, not Snidely Whiplash.