Me too, but I think I can understand both sides of the argument. The Borg as a faceless enemy are more fascinating, more chilling as a concept, but First Contact (in particular Data and Picard) needed a villain, a face, to play against.
I've therefore chosen to regard the queen as a 'concrete' manifestation of the 'abstract' collective, an avatar, if you will, even though there are also scenes where she seems more like an actual individual.
Many evil people believe what they are doing is ultimately for the best. Hitler probably honestly believed he had to purify the German people for its own good and to wage wars to safeguard its (future) hegemony. He probably wouldn't have viewed his own actions as evil, (though perhaps as necessary evils to reach a 'good' goal). Doesn't stop me from viewing him as evil, though.