Let’s compare them:
Dovid was a shepherd. Eisav was a hunter. Both involve killing animals, but shepherding involves caring for the animals, which is traditionally considered noble.
According to the medrash, Eisav married idol-worshipers. Not ideal, perhaps, but it’s not like he had real options. Even his brother Yaakov’s father-in-law was an idol worshiper, and at least one of his wives believed in idols enough to steal her father’s in order to rob him of their powers.
David married the king’s daughter, all well and good. Later, though, he notices a hot girl bathing and arranges for her husband to be killed so that he can have her.
Fealty to father-figure
Eisav was devoted to his father, and often brought him food. David deposed his father-inlaw Shaul after committing treason and fighting for years alongside the Philistines, the Israelites’ mortal enemy.
Eisav sells his birthright for a bowl of soup. He didn’t value it much, but even so, this seems rash. Still, it was Eisav’s to sell, and he didn’t actually do anything wrong. David dances before the aron and in his enthusiasm gives the crowd a good look at his privates – which both violates the halachos of tznius and isn’t appropriate behavior from anyone, let alone the king.
According to Rashi, Eisav killed Nimrod, the evil king who tried to barbeque his grandfather. David killed Goliath, a menacing enemy warrior, but a man about whom we otherwise know nothing. It’s entirely possible that Goliath was a better person than Nimrod. Yet for killing Nimrod, Eisav is denounced as a murderer, while for killing Goliath, David is praised as a hero.
Eisav wants to kill Yaakov after the brashos are stolen from him, but eventually forgives his brother. Dovid son goes to war against him, and ends up dead.
Neither of these figures are paragons of virtue, but between the two of them, I’d rather hang out with the guy who has a good marriage and isn’t chasing other people’s wives, who’s good to his father, and who won’t inadvertently expose himself when he gets excited.
You know, like this.