Thrawn is not a good guy. He started out as one, but despite his principles he got caught up into believing in the overuse of military force and more and more became corrupted by it. Whatever good intentions he may have, he has done some pretty horrible things, quite enough to make him a villain to me.

Also, Zahn revised his own view of Thrawn somewhat as he went along. The new direction he chose to take him is fascinating, but it's not quite 100% consistent with how he's presented in his first trilogy. There especially we see him for the villainous figure he is.

I do agree, though, that those other EU 'villains' you mention are presented in a ridiculous fashion. The obsession some of these so-called 'authors' have with making the dark side be really not so bad is annoying as hell.