^I'd say the antihero trend started long before Breaking Bad, but that's neither here nor there.
I'm enjoying this as well, because of Spader. He is just so damn good in this role, it's ridiculous. The guest actors they get to be the baddies (er...OTHER baddies) have so far been top notch. As you said, the FBI characters are all a big yawn, however, and the female lead is not terribly interesting or believable...at least not yet. I mean, how could she NOT confront her husband about the box in the floor? I find that terribly hard to swallow.
Still, watching Spader's character manipulate everyone around him so masterfully, and eliminate other evil doers in the process, is pretty darn awesome. So, I'm going to keep watching for now and see what happens