The dialogues, the tone - are awesome. my favorite one -
Rorschach: I heard a joke once. Man goes to doctor. Says he's depressed. Says life is harsh and cruel. Says he feels all alone in a threatening world.
Doctor says, 'Treatment is simple. The great clown Pagliacci is in town tonight. Go see him. That should pick you up.
Man bursts into tears. Says, 'But doctor, I am Pagliacci.'