But do you really get attached to Rorschach at the start of the novel? Sure, we're in his head, but do we automatically like what he has to say? Maybe he speaks to the adolescent in all of us--which was probably the target market at the time this graphic novel was released--and, in a Holden Caufield way we can relate to Rorschach's angst, but Alan Moore himself said that the he never expected people to see this character as the "hero." I think hate is too strong a word in this instance.
One of the first things we see Rorschach do is break an innocent man's finger in order to extract information. We see the way he's basically a little bully that goes around scaring people into "respecting" him. He (literally) wallows in his own muck and is a "small picture" person to the highest degree. While it's always admirable to see someone stick to their convictions, it's also Rorschach's greatest weakness: his inability to truly grow and adapt to the world around him. He was permanently stained by his experiences, and has never truly healed. That was the lesson of the entire story of him and Dr. Long. Dr. Long let Rorschach's mindset get him down momentarily, but just before his death he was able to reach past it and confront the world, not let it corrupt his humanity, much like Rorschach let it corrupt his own.
While Rorschach confronts certain aspects of his little world, he is much like Dr. Manhattan in that he lost touch with what makes him human. It wasn't until the very end that my heart went out for him when we see tears in his eyes, asking to be killed by God himself. He probably knew he was too far gone to be saved, and a person like Rorschach has no place in Veidt's new world--much like the Comedian.
And to follow up on November Rain's brilliant post, I think that's really the brilliance of this book. We're given all of these complex characters, we're sucked into their worlds, we see where they are coming from and how they've arrived there, and we see how they respond to this crazy world around us. If you really think about it, Dan and Laurie are the role models here. They were able to constantly adapt to their environment, even after the squid attack. I mean Dan doesn't even feel like a complete man unless he's doing something heroic!