No I'm here to loot, shoot and murder. That's what Pandora is all about.
First time around I got into Borderlands because of the art style and the characters Well.. Lilith and Claptrap mostly. I had no idea what the story was going to be about. Or that shooting things would feel so spectacular. The presentation of the story in Borderlands was rather weak so I never really put any effort into thinking about what side I'm one. There was me and then there were a lot of others that were just asking for a bullet to the face.
Going into the second game I knew that the story would play a bigger role and one thing that I was quite worried about was that they would tell me which side I'm on. And they didn't. Well yeah, you do help the Crimson Raiders resist Handsome Jack, but that doesn't really make you a good guy. You're just shooting a guy for other guys who don't like the other guys because they don't like them. Convoluted. But most of the quests they offer you end up making you feel badass. Or just like an ass. It often goes both ways. It's highly dependent on your skill so suck it up and get better.
Borderlands 2 is game that I absolutely love, not because of the graphics, the story or the characters but because it doesn't reward you. At least not in the way many other games do. I went into Deus Ex: Human Revolution wanting to play as a badass but the XP system quickly made me adapt a silent and quite honestly boring playstyle of see and don't be seen. The best moments of the game for me were when I was detected and had to scrape and claw my way to victory with every last bit of ammo I had. In Borderlands (both the first and the second) you don't get rewarded for playing in a particular manner. You shoot things and if you're good at it you might get a little bit more XP.
At the end of the day, what really makes the world of Borderlands special is that you're just someone with a lot of guns and a lot of desire to put those bullet hoses to use. Be it good or bad.