Well, it all depends on your definition of evil. Maybe in the beginning of the game the Horde were move unsavory, but I would say as things go now the Horde and Alliance just present two different sets of priorities.
Varian Wrynn, King of Stormwind, has been shown several times to be cruel, heartless, and just as war-mongering (if not more) than Thrall ever was. Granted, you obviously haven't been around since then and your only experience as a warchief will be Garrosh Buttscream, so I'm sorry about that.
The big thing is that all Horde races have their own backstories and ends to pursue. For example, the Undead really don't care that much for the Horde(since always) and the Horde really don't care much for the Undead after the Wrathgate incident - it's a relationship of convenience.
The Blood Elves only joined with the Horde because the Alliance would probably frown on their hunger and addiction to magic, as well as the fact that they were probably a bit impulsive after being dumped by their leader, Kael'thas.
Vol'jin, the Troll leader, openly hates the direction that Garrosh is leading the Horde due to its war-mongering and aggressive tendencies. Although I do not have first hand experience with the Taurens' lore, I would assume due to their peaceful nature that they are not big fans of Garrosh either and reminisce about Thrall's wise guidance.
So, you see, there is a big story here with many interweaving plotlines. Good and Evil are very...subjective.
Hope I've helped, and good luck!
I have correction on this.... the Blood Elves joined the Horde becuase of Kael'thas Sunstrider, when the newly named Blood Elves (named in memory of all the High Elves slain in the Scourge's march on the Sunwell), he lend aid to Lordaeron, and experienced a particular Marshal who was a racist. Against elves specifically. https://www.youtube.com/watch?v=2o15QPr_SNs Here.. watch this for a better understanding. (From warcraft 3 ) Best line "Am I to assault the undead with nothing but sticks and harsh language?!" ) The Blood Elves were also accosted by the Alliance for letting Vashj help them with their mission.