In Oedipus, we should admire Oedipus, of course. He is my favorite tragic hero because of his double blind ambition both to know the truth and to punish himself for not knowing the truth. Sure, he suffers from hubris and anger, but he expresses both only in pursuit of justice. In the end, he takes responsibility for his actions and achieves nobility in his suffering. He refuses to be a victim; instead, he becomes an emblem of suffering and knowledge, a truly religious being.
The great author and philosopher Albert Camus says that Oedipus achieves victory over his punishment, and I agree. Oedipus' life was a cruel joke fated by the gods. Instead of suiciding at the end, like Jocasta, Oedipus chooses to suffer and know the truth rather than escaping both. He is a hero because he hates death, loves life, and scorns the gods. A lesser man would not have blinded or exiled himself.
Like the Biblical Job, Oedipus accepts suffering as a necessary condition for mankind to better understand himself and the universe. Because of this, he becomes a blind prophet, like Tiresias.