One interesting aspect of Prince Oberyn in the show is how so many viewers have labled him a "good guy" and you sort of wonder where they get that from. What we see of him is that he is very much not a friend of the Lannister's so perhaps they are using the any enemy of the "bad guys" must be a "good guy" type logic. Yes he does want to avenge the deaths of his sister and her children, but does that make him a good guy? A bad guy could just as easily want revenge for the deaths of his sister and her children. Yes he stepped up to be Tyrion's champion, but that was all for revenge, again a "bad guy" could do the same.
What I am getting at, is that while he was a great character I am not sure that just from the show you could really get a sense that he was a "good guy" or a "bad guy" he simply had his own motivations for doing what he did and this aligned him with a fan favorite and against those who are considered the bad guys.