Ozymandias really is the best. He comes off psychopathic but his pulp solution to the world's problems....kind of makes sense even though it doesn't. Rorshach is visually great. In many ways he is a parody of all the black and white, hard line vigilante heroes. He is also somewhat childlike and yet he is quite competent when he needs to fight. Dr. Manhattan is great too, but none of them had Ozymandias scale.
And...Morgan Freeman is very good. So is Chris Walken. I think I like them all after Clint Eastwood.