One of the great things that sets Preacher a part from other comics, is that all three of the major characters have serious issues. As you can see through Garth Ennis decision to have:
* Tullip be addicted to drugs
*Cassidy be an alcoholic and a coward
* and yes...Jesse being (at times) a selfish asshole
It should have been blatant from the first volume that the charaters were extremely flawed, and never were expected to be seen otherwise.
What bothers me is that Jesse is flawed, but the story doesn't seem to acknowledge that. Quite the opposite, it seems like I'm being asked to admire him, and to do it not in spite of his flaws, but because of them.
Your not asked to admire him...just merely to accept that he's just as fucked up as everyone else in Garth Ennis' universe. I dont know how far along you are in the series, so I will avoid the details, but by the end of the series each of the characters come to a realization about themselves. I wont go into it anymore than that, but just know that as it is with most great series, flawed characters rarely stay exactly the same throughout the series' run.