I don't think he's *That* bad either! he just seams like a bad guy cause he's an enemy of Clouds and:

when Rufus first arrives you can talk to your party members and one of them says that no one has ever seen him shed a tear.
That's actually Sephiroth.

AND remember... he did order Tifa and Barratt's execution.
Did he? I thought Scarlet did that! HE just seamed more intrested in Weapon/Sephiroth

He goes after Weapon because Weapon is a danger to HIM. And to his investments. If Weapon destroys Midgar, not only does he die if he's still there, but he loses all the military equipment Midgar now doubt has. If he cared so much about his people, he would have cared about the other weapons roaming about.
If Weaopon was a threat to him personaly he would have Aimed a Weapon but he didn't he was shooting Sephy, Weapon was simply killed by the force of the Cannon, NOT the Cannon it's self. and as for the other Weapons, They are Well hidden he probably didn't know about them. (Or maybe he was moved over to the UK version and didn't notced JK!)

Why would Heidegger even tell them to find cloud with out hearing it from Rufus.
Heidegger has a Rebelious side, That is proved later on.