I would contend you're supposed to dislike all of them, Rorschach is a moral absolutist who can't accept the other characters' tolerance of Veidt's plan but that is not a redeeming quality, he has violent fantasies of hurting people for petty crime.
Watchmen is a send up of Superheroes as an idea, Moore basically posits that real superheroes would be a horrendous disaster because they would all be bad.
You're right that the heroes agree. I guess I interpreted the OP as asking for an example of a correct villain in the sense that they correctly pursue a real good end against the hero, not "a guy who does 9/11 to a city and convinces a bunch of fascists that he was correct to do that. "
Yeah Avatar is an obvious example too, but the blue guys are sympathetic almost immediately.