Well, I can only give you anecdotal advise, but the game that I played here, two players played "shady" out of strategic reason or something. One of them being the weaponsmith, the other one being the vigilante. Both ended up being wagoned, with the weaponsmith only surviving because of majority only and us mislynching the vigilante D2, basically creating a lost game situation for town with a four men mafia team and a serial killer being alive.
Ignoring that there is also the mathematical standpoint: During your time as a player you'll play as town 3/4 of your time. If you playing shady decreases your winning chances as town... I see this as counterproductive.
Lastly, from my experience, it's easier to have people follow you if you are widely townread which is... difficult when you play shady. From my experience, a very townread player with an average case is followed more often than a shady player with the case to end all cases.