Everyone has a dark and a light side, that'd be like asking if Shredder ever thought about acting on his good side instead for himself.

Raphael is a great Turtle to use as an example here, in almost every realm of the Turtles, he has done something that he regrets. He has a hard time excepting the life of having to hide away only because they're different so he struggles with this. Look at him as the Nightwatcher, leaving the guys not just chained up.. but hanging.
Leonardo is always struggling inside with his choices if they're right or wrong. Which goes back to City at War, did this happen because of them? Were they in the wrong? A fight that Leo had to think over and over about. I loved in the comics that they brought up how it was Splinter who asked them to kill Shredder and if they should of.
Donatello, he's deff got a dark side. Look at Volume 4 of the Mirage comics... he had Baxter Stockman alive?!! Talk about a well weird turn of events there...
Michaelangelo has a dark side, but he'd be the hardest Turtle to change to it... it shows through on him when his family is at risk most... the anger can be seen... it took that just to win the rematch in
Grudge Match episode. Most people would not see that as a dark side of Mike, cause he's doing it for good. Though fighting... does two wrongs make a right?
I don't see any of the Turtles turning to a life of crime down their life... because they already have it hard enough as it is... and they know how it is to be on the receiving end.. no matter how tempting... they don't want to hurt innocent people.
Though the chances of them going evil is just as equal as the chances of everyone on this planet... every human, animal, insect... we all have choices that sway back and forth. As we work out our own balance in life. We choose where we go, and fight to keep who we are. There are people out there who try to force you to take a road that is not you, be it trying to tell you who you can and can not be friends with... to what you should do with your life.
So to think the Turtles are prefect and never even think of swaying... well it'd make them seem unreal... no one is that prefect.