I generally prefer the discworld books that are more firmly part of an overall storyline, like The Watch, since they have such great long character arcs. But Going Postal is a masterpiece in itself imho.
Terry Pratchett was always great at making you empathise with flawed characters. Also, he was exceptional at creating "bad" or "evil" characters with believable and complex motivations, which never excused their actions.
So many of his villains are multi-faceted, so much so that you start to think he actually cannot write an unsympathetic "pure evil/Sauron" style villain, and then he hits you right in the face with Carcer or Gilt.
Truly a phenomenal author. It's fun to watch how his one-dimensional parody characters take on a life of their own over the series; you can really tell he has a love for them, even if they're not his cup of tea.
Yes, how much I hated them, they're just written so well!
And your other point also hits home, I've read or listened to pretty much all of the discworld books at least three times by now and I love it when I come across a character without a name who is just used as a throwaway joke in an earlier book, and then to realise that they are fully fleshed out in the later books.
Terry Pratchett was always great at making you empathise with flawed characters. Also, he was exceptional at creating "bad" or "evil" characters with believable and complex motivations, which never excused their actions.