The Evil Henchman's Guide is an excellent source on training your minions.

Classic Thugs
The classic thug has been the favored choice of criminal masterminds for decades. Be they mobsters with itchy trigger fingers or gangs of unwashed ruffians, nothing inspires fear quite like the hired goon. They can usually be trained to perform simple tasks, such as "Bring me the money", and "Kill the heroes." But perhaps more than that, thugs are a nostalgia choice, and will bring tears to the eyes of evil-doers everywhere. They are also dime-a-dozen, so don't feel too bad if they happen to die off rather quickly.
Corporate Cronies
Corporate cronies are excellent henchmen for dealing with the economic world and fulfilling all your big business needs. Perfect for corporate connivings and hostile takeovers, these insidious businessmen are completely without conscience or mercy. They will cheerfully destroy people's lives for you through simple executive decisions, and eagerly engage in the destruction of small business. They also tend to go with the décor of a corporate skyscraper, so you won't have to change the wallpaper or anything.
Mad Scientists
Mad scientists are a perfect choice for the evil-doer who needs a lot of hi-tech gizmos for his sinister schemes. Gifted with an amazing ability to invent whatever doomsday device you might need, these crackpot inventors are sadly misunderstood and have been panned by the media too long. Just give them a private lab and millions of dollars of pentagon funding, and they will create whatever mad weapon you deem necessary to make the world safe for democracy (or destroy it).
Mutant Race
For the evil genius who likes messing with god's creation, mutant races can be an excellent choice to despoil the world. Be they cat people, fish people, alligator people, or walking tree people, these hybrid races make excellent minions while you plot to create a better earth. Particularly suited to living on desert islands, these creatures can be the children you never had, though it must be noted that they have an unfortunate tendency to rebel against their master. It is thus suggested you install a doomsday gene in them that will kill them all with the push of a button. That'll learn 'em.
Robot Warriors
Robot warriors are another superb option, giving the evil-doer an unstoppable army of machines unhampered by such weaknesses as mercy or compassion. They will serve you unquestioningly and without fear, plus whenever one is destroyed you can just wheel out ten more on the assembly line. We feel it is our duty, however, to inform you that elementary chaos theory states all robots will eventually rise up and destroy their human masters. They're funny like that.
Computer Programmers
Not available until recently, computer programmers are a new type of henchman that can serve as a most unholy addition to your army. Whether you need to hack the strategic defense computer, destroy the economy of Brazil or just slash some guy's credit rating, computer programmers are the ones to make it happen. Notable for their lack of ethics and powerful body odor, their very presence will inspire you to do great evil on all humanity. They also come in three sizes: Large, Extra Large, and Dear God That's Fucking Large. All so you can get the one that is right for you.
Animal Minions
This choice is particularly good for the criminal mastermind who has grown disenchanted with humanity. Instead of employing human beings (vile creatures that they are), you can simply employ rats, cats, birds, or whatever strikes your fancy. These magnificent creatures can act as your eyes and ears, murdering people in swarms and infiltrating the most secret of bases. They can also inherit the earth after you wipe out the plague that is humanity. Remember: treat your animals right, for one day they may be your master.
The Undead
If you happen to be an occult minded evil-doer, the undead are a resource you can't do without. Through simple voodoo rituals and access to a nearby graveyard, it becomes possible to raise up virtual armies of the undead. Useful for terrifying your enemies and destroying all who would cross you, zombies can be a necromancer's best friend. It is important to remember that they do require the brains of the living to survive, however, so make sure your fridge is stocked up.
Supernatural Creatures
Dabblers in the black arts also have the possibility of summoning up a wide variety of supernatural creatures. There are many different horrors to choose from, including gargoyles, demons, and shambling creatures from beyond. Getting them to do what you want shouldn't be too big a problem, as they are usually quite amiable as long as you agree to help them fulfill their bloodlust. Useful for their superhuman strength and magical powers, you just can't go wrong with supernatural creatures. (Unless they escape your control and eat you.)
The Religious Right
Perhaps the most fearsome, horrendous, and truly evil of all possible henchmen, the religious right can be a nightmarish addition to any demented madman's army. Renowned for their savagery and horrifying ability to distribute religious pamphlets, these insidious individuals work with a ferociousness that rivals Latin American death squads. They inspire terror by their very presence, and yet it must be noted one should not enter into an alliance with them lightly. Due to their mind-numbingly psychotic nature, the evil genius may find himself out-eviled even by them.