Rorschach's voice doesn't bug me like Christian Bale's Batman voice which I think really sucks. They are very close though.
I felt the same way, and initially I wasn't sure why. I think I figured out the reasons are that first, Rorschach's voice always sounds the same, whether he's masked or not, so it sounds more natural, and second, apparently Bale's voice being as stupid as it was isn't just because of his own poor performance, but also because it was edited electronically. Batman using a cheerful, wussy voice as Bruce Wayne and a gruff, tough guy voice as Batman worked in animation, but it just doesn't in a movie. Even with someone other than Bale, I think it would have been hard for any actor to pull that off.
He should have just used the same voice he uses as Wayne...it's not obvious at all who he is under that mask. At least not as obvious as Superman who only has glasses, clothing, and hairstyle to differentiate his look between when he's Superman and when he's Clark. If people can't tell he's Superman with only those differences and the same voice, why would Wayne's voice alone give away who he is?