Yes he did illegal things, but rarely did he have people killed. He actually was merciful. And while he did do bad buy killing the guy that Fresh's sister was cheating on him with (Fresh's sister was actually kinda stuck up anyhow), he did try to work it out with her. To me Esteban was more of a pleasant guy than Corky, who was like someone from the depths of Hell working for Satan. He mercilessly had Chuckie (a young child) killed. Corky, I mean he appeared like someone with feelings, but later as the movie progresses he just seems more cold and evil. Esteban is more likable. He treats Fresh like his a prince (Esteban being older can be compared to a king, and Fresh to a prince), promises him he'll get big.
Corky does the same with Fresh, however he just seems pretty cold and uncaring.