Adolf Eichmann, the notorious Nazi concentration camp organizer, was described not as a monster or evil sadist, but rather as an ordinary soldier who only obeyed orders--leading to the concept of the banality of evil.
http://en.wikipedia.org/wiki/Banality_of_evil
When I think of that phrase I think of a guy like Karpis. He certinly looks like an ordinary guy, yet he actively participates in the trashing of Red's store. That leads me to the question--do you think Wesley and his henchmen were "evil" or were they all doing what they thought was right and/or just obeying orders?
I'd say Jimmy--an admitted rapist and arsonist-- was certanily a sociopath. Morgan clearly had a violent streak and could never fit into regular society. But guys like Mountain, Tinker, O'Connor? They seem like more or less "normal" people who, under different circumstances, could be living regular lives.
As for Wesley himself? I'd have to say he was evil.