I dislike moralfag characters. Suzaku is the prime example of the type of character I hate. I usually watch shows for their side characters or villains.
A fairly recent example is Gundam 00. I HATED the protagonists, all four of them. I specifically watched in hopes that they would die or have their naive idealistic bullshit shoved straight in their faces. I rooted for Graham until Ali appeared, and I knew Ali was my new hero. The scene where Ali killed two of the Trinitiys had me cheering, same when he killed Lockon. When everything went wrong for CB in the last few episodes I was ecstatic.
OP, there are few shows where the moralfags do not win. You must relegate yourself to loving a specific character or characters and await the day that they do something awesome. Using my previous example, Graham is already dead and I know Ali will die in the second season, its only a matter of time. You just have to enjoy when moralfags get their comeuppance when you can.