http://www.howevilareyou.com
http://www.evilplanet.com
"Dungeon Keeper and X-Com meets Austin Powers."
This game is awesome! Build your secret lair on the Volcanic Island of Undisclosed Location, train up your minions, and send them out to perform Acts of Infamy. Defend your lair against those pesky secret agents, commando units and the like.
There is a demo, but be aware that it a) only shows you a fraction of the base building stuff, b) shows you none of the World Domination stuff, and c) throws a ton of good guys at you.