you know as much as I want Oberyn to go on a revenge-fest, I also just kind of want The Mountain to rend him in half. the whole situation is more or less screwed up for everybody. Obe might be helping Tyrion in the moment which makes him feel like he's on "our" side (to the relatively impartial viewer), but he also just wants to wipe out Tyrion's family.
and in the end I'm kind of a Lannister fan.
I'm sort of a fan of 'bad' guys in general. the most intriguing deviates never get enough screen time in my opinion; Hound, Ramsay, Petyr, Varys, Stannis. they're more interesting anyhow.
because in most works of fiction, even the coolest/smartest 'bad' guys are destined to fail and everyone knows it. by the same token, the good guys are always destined to win in spite of the odds and their charming flaws. but at least in Game of Thrones the 'bad' guys are given a chance to thrive and pull off spectacular plot twists.