That's a good question. It is true that Lindsey had some regrets in season 1 but he always chose to go back to Wolfram&Hart. While being scared of change and seduced by financial security is normal, doing so at the cost of working for an evil law firm isn't, so I don't have any compassion for Lindsey. Lilah also had her reasons for working there: she liked a comfortable lifestyle and was providing for her mother. Lilah always did what was asked of her and she did it well. She wasn't a moral person nor did she care to be. She did what was required of her and was often amoral rather than imoral. Although Lilah took pleasure in destroying Angel and was a cynical, she never did seem to take pleasure or feel remorse for her actions. On a whole, she was a survivalist (albeit an evil one) who did her job, and did it well.
Lindsey, who knew the distinction between right and wrong and cared, often chose wrong. I believe that is more dangerous than someone who is indifferent to morality while accepting the evilness of her actions.
Lindsey, in the end, was power hungry. He knowingly chose evil every time he was given a choice: the Wolfram&Hart promotion in season 1, Darla in season 2, taking down Angel in season 5. He was confused, unlike Lilah, for he did care about morality, yet his confusion just made him more dangerous, unbalanced and unpredictable. His actions, in the end, were catastrophic as he was involved in a complicated scheme to destroy both the good and the bad guys and cause an upheaval. He was corrupt and power hungry which made him worse than Lilah, imo - though it's hard to tell, of course.
Also, I just remembered something:
Lindsey, after helping save some children in Blind Date, instead of feeling the rush of doing something good, willingly went back to an evil law firm who killed children, just for some extra money and power.
Lilah, after caring for someone else (Wesley), actually spared Lorne and was nice to Angel about Connor (Home).
That tells you a huge deal about Lindsey vs. Lilah. Lindsey is so power hungry he ignores guilt and helpless little children. Lilah, on the other hand, does try to kill Connor but only on orders. She didn't care either way. She's a bit of a nihilist. She chooses evil because it's easier. Her lack of connections make it easy for her to choose so. Lindsey, on the other hand, would do anything for more power and is capable of ignoring his own conscience. I don't know why, but to me, that just makes him worse.