I find myself "rooting" for Walter because for as terrible of a person as he reveals himself to be (and to have been all along) there's a clear element of self-actualization to his arc. I want to see this downtrodden man become a feared drug kingpin, even though it has disastrous consequences for everyone around him.
It's interesting to me how differently this kind of character progression is handled in Better Call Saul. With every step that Jimmy McGill takes towards becoming Saul Goodman, I wince (gilligan) because it feels like something of value is lost. Jimmy could've led a good life on the right side of the law. With Walt, there was only ever Heisenberg or mediocrity.