I'll be honest, Billy Crudup, even with CGI, gave such a strong performance in his animated facial expressions and voice that he stole the film from fan favorite Rorschach.
Jackie Earle Haley was also memorable as Rorschach and will get fan adoration no doubt (albeit he is not Oscar-worthy as some have said) and gave an engrossing performance. I also imagine Patrick Wilson and Patrick Dean Morgan will go down as underrated as they gave two of the most important performances in the film, but not as flashy as the two above. Patrick Wilson was the heart of the film and the audience's underdog to root for and viewed the whole thing as we did, while The Comedian is the character who sets the whole film in motion in a lot of ways and the entire first act is devoted to him. It is somewhat slow, but Morgan gave a strong performance.
Otherwise most of the rest was good. Though I initially disliked the casting of Matthew Goode a lot, he was quite good (no pun intended) as Veidt. His final scenes with Dan and his self-martyrdom (in his mind, that is) as well as him standing alone in his little castle was really well done. He played the genius narccisst well. And while Carla Guingo was barely in the movie, she left a strong impression and played the first Silk Spectre well.
Malin Akerman, as others likely have pointed out, was probably miscast. But she tried her best and wasn't abyismal. But her major scenes, like saying we need to take Archie out or the realization that her father is the Comedian were not the best.