Lorraine Bracco's role in particular is a positive one: Melfi's quite consciously meant to be a moral counterpoint to Tony's gangsterism.
I didn't find Melfi to be that likable, honestly. Just because someone's not a criminal doesn't mean they're sympathetic or likable. Actually I found Tony much more likable than she was! Her dumping (as a patient, of course) of Tony in "The Blue Comet" was unprofessional and downright cowardly. She didn't have the guts to tell him what was really bothering her (the study she had read about), so she provided completely bogus reasons for dropping him as a patient. It was a really shitty thing to do.
Additionally, I didn't admire that she didn't tell Tony about being raped. And to those who say she did the "moral" thing, remember that this man could easily haved raped (or killed) another woman in the future. If your daughter was raped and/or murdered, and you learned that Melfi could have prevented it by telling Tony what happened to her and who did it, you would hardly think she did the right thing by keeping quiet.
Vito, I agree with you in the fact that I also didn't warm to Dr Melfi too much. I found her very awkard at the best of times. Understandably this was the character she was playing and she does so very well, but there are times when Tony walks in to her office and she just sits there... Saying nothing, she's unusual. I think the part she played was important and Lorraine Bracco did great, don't get me wrong. Just as a person I found her very cold, professionalism aside.
On the moral side of things, the Police made a slip up and had to let him go on a technicality so I don't think there was any further course of action she could have taken, legally.
Everyone wanted her to tell Tony so we could see blood, see some real justice but it was a powerful moment when she said 'No'. (or what-ever the phrase was).
