For me, Walter became irredeemably a bad guy when he started cooking and selling/distributing meth. Which was, uh, I dunno, in the pilot? So, really, I've never been conflicted about my feelings for the guy. And of course it's all been downhill from there. None of which obviously means that he's not an interesting and morally complex character with a lot of actions taken that fall into a moral gray area or decisions made that are sane or understandable, considering the situation he's gotten himself into.
But it's not like it's something new or that it hasn't always been a joy to watch interesting, well written bad guys as main characters in TV shows. Hell, most of us have seen The Shield, haven't we? Do we need to "root" for someone in order to enjoy a movie or a TV show? I sure as hell don't. There's great fiction in which practically all characters are beyond any kind of moral redemption.
That said, Skyler should, by default, be considered the better person than Walt, whether one finds her behavior or character "annoying" or any other intangibly hateful or spiteful adjective. The minutiae of her defense and coping mechanisms are hardly relevant, as they all fall into the range of Normal Human Behavior, especially compared to Walt's actions. The *only* thing that ever stained her clean record was - no, not fucking Ted - her period of complicity with Walt's "business". Clearly she is now a criminal as well, although hardly on the same level as Walt. Despite her wrongdoings she actually has a conscience and is capable of regret and remorse. However, at no point in the show has Walt ever considered that he'd gone too far, that what he's doing might be wrong etc. He's in auto-rationalization and self-delusion mode 100% of the time.
Sure, it's not like Jesse's actions are any better than Walt's in the grand scheme of things. But I do feel bad for the guy, since he's clearly capable of intense feelings of guilt and self-doubt, all foreign concepts to Walt. He's *always* been too busy with himself, his ego, his pride, his personal gain, from the very beginning, even when he was still deluding himself into believing he was doing it all "for his family". He's pretty much been a sociopath from the start.
And, Christ, of course letting someone die - assuming they're not goddamn Hitler or a child molester on the run - when you have the chance to save them, especially when there's no danger at all to your own person, is IRREDEEMABLY immoral and, yes, just as bad as killing them with your own hands. Whether you succeed in saving the person or not is secondary. Consciously letting a person choke to death they way Walt did is *evil*. Face it.