This question could be asked of almost any ASOIAF character. Tyrion, Littlefinger, Varys, Jaime, etc. Some characters have more admirable qualities than others, but each responds to his or her own agenda. The Hound is no different.
The Starks are the primary protagonists. This would make the Lannisters the bad guys. Sandor Clegane serves the Lannisters. More specifically, he serves Joffrey -- the worst of the Lannisters. Clegan carries out horrible deeds of violence at Joffrey's bidding, like a good faithful hound.
Sandor Clegane relishes violence. He's a born killer. He's fueled by hatred -- hatred for his brother and for the fire that destroyed half his face. But he's also a coward. His actions at the end of A Clash of Kings were performed for reasons of self-preservation. He didn't do it for Sansa, he didn't do it because it was right, he did it to save his own hide.
Yes, Sandor possesses some rather despicable traits, and I wouldn't call him a hero. Nor is he entirely a villain. Like all ASOIAF characters, Sandor does what is necessary for survival. He obeys his master because he must, otherwise his head would end up decorating a spike outside the Red Keep.
But Sandor's behavior towards Sansa shows us that he may have some moral conscience after all. He is protective towards her. He cares about her preservation almost as much as he cares about his own; he discreetly acts as a shield between her and Joffrey.
The majority of Westeros worships seven gods: Father, Smith, Warrior, Mother, Maid, Crone, and Stranger. Of these, the Stranger is the most mysterious--an androgynous god of duality. Sandor is the human embodiment of the Stranger. Just like Ned Stark is the Father, Daenarys or Catelyn is the the Mother, Sansa is the Maid, etc. Like the Stranger, Sandor (literally) has two faces. He is neither good nor evil, neither hero nor villain.
Oh and fun fact: Sandor Clegan's horse is named Stranger.More questions on A Song of Ice and Fire (book series):
- What specials powers/traits do the Targaryens possess?
- If Illyrio wanted to help Viserys take the Iron Throne, why didn't he fund him directly with the dragon eggs?
- What is the most dramatic character transformation from Game of Thrones/A Song of Ice and Fire (book series), and do you like that character more or less now?