I happen to be in the school of thought where the 40k universe is satirical. In other words, of course the Imperium's supposed to be evil, necessary or the lesser of or otherwise, just as every other race or faction is: that's the whole grimdark joke.
But the grimdark joke only works for a very important reason: the Imperium is evil, but the individuals in it are not. The people, on a one-by-one basis, are doing what they sincerely believe is best. It's just unfortunate their accumulated efforts have the opposite result, due to the bureaucracy, the political infighting, the mob mentality. I.e. a person is smart, but people are dumb.
And it has to be that way for the grimdark joke to work. The victims of the prank cannot be in on the prank, otherwise, there is no prank. That's comedy!
Checking my own views, if there is a bias on my part, it is partly shaped by how I 1st entered the Hobby in the middle of 1st ed, back when it was called Rogue Trader, and the joke was telegraphed.
I've noticed in subsequent editions, they increasingly portrayed the Imperium as the traditional white hat good guys. I'm actually re-reading the Daemonifuge comic, which came around 3rd ed and still pretty much portrayed the Imperium as outright evil or so dysfunctional that it let itself become the instrument of evil.
Philosophical debates, good and evil relativism, moral equivalency...all that aside, I'm curious what edition you started in The Hobby, as that boarding point might've shaped your views!
So some of our Fraters, very rightly, mentioned UK's 2000 A.D. comics, like Nemesis the Warlock. As I said, I'm reading Daemonifuge now, done by many of the same artists, like my personal favourite, Kev Walker, of ABC Warriors fame! So that comparison is very relevant IMHO.
But the famous comic that I would instinctively compare the setting to is Judge Dredd. Again, it's NOT unrelated; Games Workshop worked on the Judge Dredd miniatures game at the same time as 40k. Rick Priestley was totally in on the joke, in fact, he had mastered it.
I'll just share this poignant experience with you. I was on an comics-related imageboard where it was asked:
Who is Judge Dredd's archenemy?
People were saying "Judge Death" or this villain or that, but I was trying to be clever and I replied:
Judge Dredd's archenemy is Mega-City One.
I was so smug about it, thinking I was so deep, then someone responded to my reply:
Judge Dredd's archenemy is Mega-City One. Mega-City One's archenemy is Judge Dredd.
That guy was right to correct me. He totally got the joke. So now, I ask you this:
Who is the Imperium's archenemy, really?