No, you are not remembering correctly. Good and evil are clearly defined. The only thing you might possibly be thinking of is Professor Snape, he's kind of a grey area. He may just be a huge jackass or he may be an evil double agent. He's not really evil, just a jerk. No one has gone from acting in what would be called an evil manner and turned out to be a on the side of right.
Since you see everything from Harry's perspective, you can frequently make bad assumptions about other people and their motivations. This isn't that person X acted evil but turned out good (or vice-versa), it's that Harry makes a bad assumption about person X because of incomplete information, and turns out later to be mistaken.
The books (at least the first four) are primarily mystery stories, and mis-direction as to who the "bad guy" really is, including some red herrings about innocent folks, is a good thing in a mystery. Compare to most kid lit, where you know who the villain is the first time they appear in the story...
Also, Harry continuously breaks the rules, never suffers any consequences, and indeed, is often rewarded for breaking the rules in the end.
I wouldn't say that he never suffers consequences -- he's frequently punished for breaking rules (in many cases, these punishements set up plot points by putting him in a specific location at a time he otherwise wouldn't be there). But what teenage boy (or pre-teen) isn't a little rebellious? In the end, Harry does things for the right reasons, even if he makes mistakes along the way.