The concept of evil angels is as old as religion itself, just that they aren't usually called angels, but demons. Lucifer himself is a fallen angel who turned against God because he was unsatisfied with his role as a servant. Also, angels are hot (there, I said it - you all can keep worshipping vampires, I'm more into angels! *ERROR: ANGEL SMILEY NOT FOUND*), but the "good" ones won't do anything unholy with you, so you have to go for their naughty brothers.
Unicorns, before being turned into living symbols of purity and innocence for modern children's tales, were described as the fiercest and most dangerous wild animals out there, using their horns to kill anything that wasn't a virginal young woman. Even with that said, it was only believed that young virgins were the only ones theoretically capable of taming a unicorn, not that they were necessarily save around them. You see, what you consider a scandal nowadays is actually how it all began.
Anyway: Been there, done that. Both evil angels and an evil unicorn exist in my novels, and I love bringing my characters to life on screen via The Sims. "Real" angels don't exist in the game, but they're basically just humans with wings, so all I had to do was download some custom content and put it on my sims. Unicorns will be more difficult without actual horses, and I'm not really into my sister's idea of transvestiting a big dog by putting a horn on its forehead.