Very interesting discussion!
I don't really have much to add except to say I definitely agree with whoever it was said they thought there is no 'Big Bad' in the series (sorry, can't remember who), because this would necessitate there being a 'Big Good' to balance it out, which is a position definitely none of our heroes fit in. The varying shades of greyness of all the characters is one of my major points of fascination with the series.