It makes sense that Snyder liked Rorschach, because the guy is a big Ayn Rand fan and Rorschach is based off The Question, who himself was based on steve Ditko's love of Rand's shitty philosophy (seriously, the best stories with The Question are the ones farthest removed from Ditko's original stuff).
I could be wrong, but didn't Snyder make Rorschach less fucked up in the movie? I think the comic version was basically a right wing lunatic, and it feels like the movie version was toned down a bit. I've never been able to stomach the Watchmen comic long enough to finish it (the movie is certainly a better story, even though I'd rate it a solid "meh" ), but what I remember reading of the comic really seems like Snyder changed Rorschach to make him (slightly) less objectionable to people who weren't nuts.