If you like fantasy, check out Steven Erikson's The Malazan Book of the Fallen, starting with Gardens of the Moon. There are few characters that can even superficially be accused of having a holier than thou attitude, and when they do it's usually because they're naïve - which usually punishes itself.

In other cases, even if they seem to be a goody-two-shoes, it's usually the front of a devious plot - whether the character's own or that of some hidden force pulling the strings. There are heroes a-plenty, but there are so many characters that you're quite likely to see the other side's perspective as well. Everyone is working for their own purposes and there are more hidden masterminds than there are plots.