Alois's style of dress is very . . . effeminate? I love it, myself. I'd totally dress like that. Maybe.
I think, if anything, this series has plenty of sympathetically portrayed villain protagonists.
I though Alois was creepy at first (mainly because the "eye thing" with Hannah makes me cringe every time) but as the series went on, and I learned more about his past, I found that his behavior was more justified. Especially because, despite all that he's been through, he's so happy sometimes. And when he's happy, he's adorable.
However, I do see that even though Ciel is more all around callous than Alois, he's also significantly less cruel.
Sebastian smiles, he teases, he's just so adorable. He really cares about his Bocchan, he's trying so hard to save him from the others, and that makes him seem so sweet, despite being a demon.
Claude is more callous than Ciel--yes, it's possible--, and he's cruel on top of it all. He doesn't seem to care about Alois at all, and he completely went against the contract, not just failing to uphold his end, but doing to Alois what he was supposed to protect him from.
Given this, I can say that I feel all the characters are well developed and as realistic as a story involving demons and angels and shifting dogs would allow. I am a fan of the Ciel and Sebby side of the debate, but I do feel for Alois, and Claude is an amazingly portrayed . . . anti hero? Villain protagonist? I'm not really sure what he is.
That's the end of my complex character analysis.