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I think the story got a bit odd when you get to Mexico and start helping the Mexican army. Marston didn't seem to need much convincing in order to help the Army kill all those poor rebels. That part of the story always irked me a bit. Since up until that point he really seemed to be a good guy, trying to do good things.
He does good things when he has a choice, but in this case he is helping the Mexican army because he believes they can help him find the men he is looking for, which in turn will help him get his family back. He is doing anything he has to for his family.
The only reason he was doing it was because it was a means to an end. There are several times during most of the cutscenes involving working for the Army where John is obviously uncomfortable with the things being said/done, but because they promised him his two bounties, he went along with it.
"with every step, I rise and fall, with everything to gain I end up losing it all"
Marston is not necessarily a nice guy. Even before Mexico, the stuff you do for Dickens and Irish, for example, isnít exactly commendable. Dickens is a swindler and the people coming after him (who you slaughter) are probably quite justified in their actions. I think you can also assume Irish uses you as a personal assassin to kill people heís betrayed in his first mission. Everything the Frenchman and Welshman said in the barn before you gun them down was probably quite true. And in Irish's second mission, you burst into a mining camp and kill everyone just to steal their machine gun. (Yeah, theyíre part of the Treasure Hunter Gang, but how does Marston know that?)
The writers did (unfortunately) make you sound like a moralist in the dialogue at times but everything you do is motivated out of self-interest. Marston complains about the tasks the Mexican army is asking him do but doesnít hesitate.
And (SPOILERS) if you do the Treasure Hunting challenge, you very clearly take the treasure Seth was looking for and keep it yourself. If you do the third treasure challenge before Sethís last mission it makes you look especially cold. You know thereís no gold in that house, because itís in your pocket, but you play him along anyhow.
Marston isn't a very believable character at all. His dialogue makes him seem morally just, but with a threatening streak, yet on too many occasions the game forces you to do reckless, seemingly pointless murders.