It is true that Nietzsche proposes a « transmutation of all values », but he does not aim at proving the value of evil.
In fact, he means us to overcome this opposition good/evil, to stand “beyond good and evil”, to deny that these concepts have any meaning, except that of symptom of a certain physiological state. Refusing morality is not a question of choosing evil rather than good, for Nietzsche. In fact, the one who makes such a choice adopts the moral dichotomy between good and evil, as established by morality. He remains trapped in a moral conceptual framework.
The superman is precisely the one who exceeds this framework, and has not chosen one of the two moral alternatives, but lies “elsewhere”; he is not “immoral” but “amoral”.

Sade seems to represent, more than Nietzsche, this kind of immoralist that we try to find and examine. In Philosophy in the bedroom, for example, we find something close to this axiological position that attributes the supreme value to evil. However Sade prefers to hold the opposite thesis: it is true that he praises destruction, cruelty, but in so doing, he does not aim at praising crime, but denies that destruction and cruelty are some crimes: Destruction being one of the chief laws of Nature, nothing that destroys can be criminal; how might an action which so well serves Nature ever be outrageous to her? ¹.

So Sade does not, in this rhetoric trick, call into question the value of the concept of virtue, but only the nature of its content: cruelty, and not pity, is the true virtue: Cruelty, very far from being a vice, is the first sentiment Nature injects in us all. And Cruelty is simply the energy in a man civilization has not yet altogether corrupted: therefore it is a virtue, not a vice ².

Later, he condemns, as a Father of the Church, the pride of man, and infers from this the legitimacy of murder! Indeed, Tis our pride prompts us to elevate murder into crime. Esteeming ourselves the foremost of the universe's creatures, we have stupidly imagined that every hurt this sublime creature endures must perforce be an enormity; we have believed Nature would perish should our marvelous species chance to be blotted out of existence ³.

Moreover, Sade remains in a fundamentally moral field, since he admits a principle of legitimation of actions, namely Nature – and not God. For example, noting that Women are not made for one single man; 'tis for men at large Nature created them, he exhorts them: Listening only to this sacred voice, let them surrender themselves, indifferently, to all who want them ⁴.
So evil is not its own justification, viz. is not loved in and for itself, but Nature is the principle which legitimates evil. Consequently, it appears as a kind of good. Above all, evil is not loved in itself, but it is the Nature which is loved and aimed at through it: Sade, in those lines, maintains that we should commit evil not because it is evil, but because it is natural.

Finally, far from affirming the value of evil, Sade makes it disappear, as it is the case in theodicies. Thus Eugénie exclaimed, when Dolmancé promotes incest: Oh! My divine teachers, I see full well that, according to your doctrine, there are very few crimes in the world, and that we may peacefully follow the bent of all our desires, however singular they may appear to fools ⁵.
To this Dolmancé replies There is crime in nothing, dear girl, regardless of what it be: the most monstrous of deeds has, does it not, an auspicious aspect? […] Well, as of this moment, it loses every aspect of crime; for, in order that what serves one by harming another be a crime, one should first have to demonstrate that the injured person is more important, more precious to Nature than the person who performs the injury and serves her; now, all individuals being of uniform importance in her eyes, 'tis impossible that she have a predilection for some one among them; hence, the deed that serves one person by causing suffering to another is of perfect indifference to Nature ⁶.

In brief, Sade seems to deny the existence of evil, rather than giving a value to it. The behaviors in question (cruelty, debauchery…) are not some kinds of evils or vices, but are well-understood virtues.

But it may be asked whether we must take Sade seriously as a thinker, and discuss with gravity texts which were perhaps written precisely in order to laugh at severe essays on morality. We should not consider as a consistent doctrine what may be nothing but irony.

Furthermore, the ideas above mentioned are specific to the Philosophy in the bedroom. Elsewhere, in particular in The 120 Days of Sodom, the main characters take pleasure from evil as evil, as an acknowledged vice and not as a well-understood virtue. The sensual delight provided by evil is the supreme value: [these principles] have made me understand the emptiness and nullity of virtue; I hate virtue, and never will I be seen resorting to it. They have persuaded me that through vice alone is man capable of experiencing this moral and physical vibration which is the source of the most delicious voluptuousness; so I give myself over to vice ⁷.
However we remark that nature is, here again, a principle of legitimation: These instincts were given me by Nature, and it would be to irritate her were I to resist them; if she gave me bad ones, that is because they were necessary to her designs ⁸.

To conclude, we see once again that extreme axiological positions are rarely met with in literature or philosophy, whether it be nihilism, eclecticism or "radical evil". This does not discredit these doctrines, but reveals how "extra-ordinary" they are.

1. Philosophy in the bedroom, p. 433
2. Ibid., p.449
3. Ibid., p.434
4. Ibid., p. 481
5. Ibid., p. 433
6. Ibid., p.478
7. the 120 Days of Sodom, p.26
8. Ibid., p.27