Mrs. Coulter was one of those characters that I thought I would never be able to like, but she was able to achieve so much depth that I couldn't help feeling proud of how her story finally ended.

Oh, I completely agree. She's a fantastic character.

Perhaps the killing God bit didn't bother you because it wasn't really God? The 'God' in HDM is really just an angel, not the creator. I remember reading somewhere an interpretation of the books that cast Dust as the true God, which was quite interesting.