Morally grey: A character who does too much bad to be a good person, but does too much good to be a bad person.
Sympathetic villain: A character who is a bad person, but whose backstory/character arc makes you feel sorry for or sympathetic towards them.
Anti-hero: A character who does bad things to achieve a good goal.
Anti-villain: A character who does bad things to achieve a goal that they believe to be good, but is actually messed up.
Just plain annoying: A character who does bad things to achieve a bad goal but has one throwaway line about a hard childhood that is expected to put them into one of the aforementioned categories when in reality it just makes them annoying