The Nature of the Nine

[Legate of Amon Lanc]

As to the goodness/badness of the Nazgul, basically what Belegorn just said:

Originally Posted by Belegorn

I do not think they were wholly good or evil. It is said, "according to their native strength and to the good or evil of their wills in the beginning, they fell under the thraldom of the ring that they bore and under the domination of the One" [Sil, p. 358] So the immediacy of their complete domination by Sauron depended in part on the balance of the good/evil of their wills.

I would imagine some of them were quite bad people at first (such as the Witch-King, like Inzil has pointed out in his first post, he was probably a cruel king tampering with "black magic"), but I always found it easy to imagine some of them were good, especially given Gandalf's long (however general) elaboration in the Shadow of the Past how the Rings consume the bearers even if they originally had good intentions. He may be referring to Gollum or Isildur, of course, but the way he goes into detail about "fading" and strong warriors giving in and all that gives the impression that he has some knowledge about actual cases like that from the past, and that would imply reference to the stories of Nazgul.