Generally speaking, protecting the bad guy makes you bad, even if you're good. Makes one fall under this trope.
And OK, maybe evil is a strong word. Joffery is evil, but even the other Lannisters are bad to some degree, Cersei being the worst. She gets people bumped off, allows people to be horribly tortured and what not, just to advance herself. Sometimes it's not even for a specific reason. I seem to recall the books mention some woman she just gave to Qyburn because she happened to come to her after some tragedy. Can't remember exactly.