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I haven't entirely thought this out yet, but I want to sort terms like this into 'ethical' and 'religious' terms. (And I also want a better name for the third category than religious.) 'Bad' should be an ethical term, when applied to human behavior. An action is bad if it goes against the Kantian categorical imperative. An action is 'nice' which follows the Kantian imperative (or, depending on the mood I'm in, the formulations of R. M. Hare, but I doubt people here are familiar with him). 'Good' and 'evil', on the other hand, are religious terms, where by 'religious' I mean the union of the aesthetic and the ethical. Please don't ask me to explain further what I mean, though, I'm really not sure. Read Kierkegaard for some background on what I mean by the categories.
On the other hand, Nietzsche used the terms (in Geneaology of Morals) to describe the difference between slave morality and the will of the strong. The strong use 'good' and 'bad' to describe what they happen to like or not like, while the weak use the terms 'good' and 'evil' to enforce their own conceptions of morality onto other people.
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"Die Deutschen meinen, daß die Kraft sich in Härte und Grausamkeit offenbaren müsse, sie unterwerfen sich dann gerne und mit Bewunderung:[...]. Daß es Kraft giebt in der Milde und Stille, das glauben sie nicht leicht."
"The Germans believe that power must reveal itself in hardness and cruelty and then submit themselves gladly and with admiration[...]. They do not believe readily that there is power in meekness and calm."
-- Friedrich Nietzsche
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