I've recently read and quite liked
God Stalker Chronicles by P.C. Hodgell. Not exactly "dark", but the protagonist is not the usual "champion of justice" - e.g. in the first book she actually joins the Thieves Guild

A piece of a review from Amazon:
Quote:
The main protagonist, Jame, grapples with her place in a society that does not much welcome her, except as a pawn in their games. Honor is everything to her people - but "honor" has many subtle definitions and paradoxes, and navigating the razor's edge of what it means to be a member of the race of the Kencyrath brings Jame to a lively series of (mis)adventures. The opening books tell the story of her search for her people, and of the long-lost brother she seeks. As a feisty female with her own ideas of her destiny and a past that sets her apart from even the most accepting of her kind, Jame's struggle and stubbornness make for a non-stop action story. With wry humor and touching friendships made along the way, and an amazingly intricate back-story, Jame's tale is the kind of epic that only improves with each re-reading.
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The first book was a bit uneven but I'm glad I stuck with it - the later books improve a lot.