Comics being the visual medium that it is, it's easy to be drawn in by a particularly striking image, such as the cover to Thunderbolts #1. I lobe the reds and the white background, and other than the Punisher, I am a fan of each of the characters. The actual comic didn't do much for me, but again, being the first issue, it was mostly just setup. General Thaddeus "Thunderbolt" Ross has in recent years found himself as the thing he hated most in all the world- a hulk. But red! Anyways he decides to gather a team of other red guys and gals to be the Thunderbolts. I guess we're lucky his name wasn't Stormin' Norman otherwise this comic might be called the Stormins.
Actually the Thunderbolts name has been used in various guises for a long time in the Marvel Universe, usually as a team of super-villains being rehabilitated by working as a team on the side of the good guys. This incarnation is actually a little different in the sense that all of these characters occupy the shadowy in-between state of being neither villain nor hero, exactly. Shades of grey, more. Or red, in this case. Red Hulk, or Rulk as his buddies call him, has actually lately been an Avenger so he's solidly good. Which is why he's leading the team I guess. Elektra is an assassin  but she's not a bad assassin. Venom, (Flash Thompson, not Eddie Brock) is actually an army operative and Deadpool and Punisher are basically psychos with guns but for the most part they prefer to shoot bad guys. So really, not super-villains. I might pick up issue #2 to see how they actually work together as a team. Deadpool is always good for a laugh, and the Punisher is famous for his sense of humor too. Oh sorry, that sentence should have "utter lack of a" in front of "sense of humor".
The parallel on the DC side would be Suicide Squad, the first trade paperback collection of which I read and enjoyed. Any team with Harley Quinn on it is one I want to be on, though the explosives implanted in your brain part would kind of suck.But how else do you insure that such a collection of super-criminals toes the line? Plus, they have a bipedal shark! So I might give DC the edge in a head-to-head tussle of the bad-guys-working-for-good-guys genre.