She is an anti-hero as much as Wolverine is...except that she doesn't pretend to be the hypocritical good guy that he does.
She took a terrible undercover assignment to save someone, and in the process save a lot of people. People died. Otherwise, it wouldn't have worked. Instead of blaming the guy who asked her to do it, Nick Fury, or the people who made it necessary, Hydra/the Hand, some people chose to blame it all on the easiest target. They're bad agents and not great soldiers. There was no real recourse for Elektra except to kill them. It's a tragedy.
It'll be interesting to see how the Contessa handles it, since apparently she's doing the exact same thing.