> Haven't watched "Mad Men", but I think part of the appeal of Walter White was that his character, being the show's main character, was also the most well-written and nuanced which almost necessarily leads to him being the most sympathetic. The reality that he was unhappy is more than outweighed by the fact that he was living out carpé diem rather than surrendering to terminal illness.

One other thing is that he had great talent and competence as a chemist, which was often on full display. Many of the other characters in the show had no clear talents, or if they did, they it was more background or reputation than something clearly shown.

I think any character that shows extreme talent will attract fans, regardless how evil or unhappy they are, because people will divorce the talent from the other attributes and admire it on its own.