Well, they're not "good guys", they're just less bad than the bad guys.
In the episode where they stole the vaccine from the train, Mal was threatened by a bad guy, so in response he kills the guy.
Don't tell me you actually prefer Greedo shooting first...
I'm not sure who Greedo is, but as I recall at the end of the episode, the bad guy was on his knees, unarmed, with his hands tied behind his back. He told Mal that he would hunt him and that some day Mal would meet his blad, or something like that. And Mal kicked him toward the ship's engine and he was sucked in. Of course it was humorous when the second bad guy became willing to comply after seeing what happened to the first bad guy, but it still kinda creeped me out.
Maybe I just yearn for my old-time Star Trek morality plays, where good always vanquishes evil and you can easily tell them apart.