In that respect he's like a lot of cable TV protagonists - explicitly engaged in unsanctioned behaviour (polygamy in Big Love, the mafia in Sopranos, crystal meth in Breaking Bad), but still looking morally better than 'the competition', who usually engage in something similar but are nastier about it.
Oh, I dunno. I can't speak to Big Love
, but Tony in The Sopranos
never struck me as particularly sympathetic. And the entire point of Walter in Breaking Bad
is to show how a decent man becomes corrupted into something evil.