I don't think you are alone in this complaint and for as much as I still love these books, I can understand it. Covenant isn't a very likable character, which is fairly common in some of Donaldson's other work as well (The Gap series, for example), but I think it's intentional on the part of Donaldson. The author is, as was mentioned upthread, trying to subvert Tolkien but that probably doesn't make Covenant any more tolerable to those who dislike him. I've re-read the books many times and, for me, Covenant is less important to me than The Land and its inhabitants. Bannor, Mhoram, Foamfollower, Sunder and Hollian, Brinn and Cail and the members of The Search are the real reasons I go back to those books.