The two characters Heathcliff and Lockwood are definitely set against each other in Wuthering Heights, and, at first glance, do have some compelling comparisons. Both are outsiders to the bleak world of the moors and both appear to like the solitude and want to reject human contact. This is the first impression that Lockwood has of Heathcliff - this impression is so strong, in fact, that it compels Lockwood to get to know Heathcliff more, in spite of his inhospitality:
A perfect misanthropist's Heaven: and Mr. Heathcliff and I are such a suitable pair to divide the desolation between us. A capital fellow!
However, after this, the comparisons run dry, and we begin to realise how truly different these two characters are. First of all, it is hard to ignore that Lockwood is an unreliable narrator - in the first chapter he constantly misreads a number of situations, most laugably in trying to work out the position of the younger Catherine in Wuthering Heights. He is from the South and a stranger to the ways of the Yorkshire moors. He definitely does not understand the distinct culture of this area of Britain. Whilst Heathcliff is an outsider, he has grown up in the moors and therefore knows the culture and customs. And of course, Lockwood changes his mind very quickly about the "capital fellow", Heathcliff, when he sees how he responds to Lockwood's second visit.
This is a narrative technique used by Bronte to distance us from the action - a very Gothic technique that serves to make the narrative unreliable and vague.
Comparing Heathcliff and Lockwood is almost like comparing oranges to apples there is really nothing but contract there the only thing they would have in common would probably be that they are both human like oranges and apples are both fruit. But I digress!
Heathcliff is reserved and not so keen on bringing anything up that reminds him of Catherine. This is why he beats Catherine and treat her so poorly because she looks like her mother and at the same time is a product of the man he despises for taking his lovely Cathy. There is just so much angst in the past for Heathcliff.
However when it comes to Lockwood is what I would call snoopy. Lockwood is more approachable and he opens/invites himself to conversation. This is how the conversation start up with Nelly. As opposed to Heathcliff, Lockwood is purposely sifting through his past and trying to discover new bits about Heathcliff.
Towards the end of the novel I think Lockwood forms some sympathy for Heathcliff and his maddened state.