Sylar was more fascinating to me before we started delving to deeply into his back story. One of the great things about him was the enigma. Because you didn't know anything about him, he could be anyone, kill anyone, and do anything. Very tense, very dramatic. He was definitely my favorite season 1 character. But as the show's progressed, it keeps throwing the genuinely good things out the window for increasingly preposterous developments. At least they've tossed some of the Season 3 developments into the realm of DisContinuity now, but the show still loves tossing the Idiot Ball to its main cast.
HRG is another character I loved in season one and even season two. Affably evil or just anti-hero? No one really knows. The one thing you could say about him was that he was easily one of the most badass characters on television and he didn't even have a power. He was the Gordan Freeman of the show. But now they keep throwing him in horrible plots. And his trademark intelligence and shrewd instincts are increasingly forgotten by the writers.
Honestly, this is a show with such a severe case of Character Derailment going on, I don't like anyone on it very much. But I keep watching, either out of the sick hope it will get better or some bizarre masochistic need for punishment.