For sure I want sympathetic characters as the main characters whether good or evil. A good character has a bit of both.
It's all about the writing and whether I can identify with the main characters. Once I could identify with Peter Pan, today I would probably be rooting for Captain Cook.
Books, movies etc. where the slaughters many people for nefarious reasons and escapes back to wherever he came from so he can do it again, generally don't appeal to me. If the protaganist has a reasonable motive for his actions than he is not totally the bad guy.
I don't like extremely saccharine endings, but I don't like extremely gross ones either