Isn't Protoman like a bad guy turned good guy turned neutral turned bad guy turned good guy turned bad guy again turned good guy? At least, until Bass shows up and does the same thing?
No Protoman is a double agent turned exposed good guy, turned frame job victim, turned mysterious and aloof hero. Remember Mega Man is heavily anime inspired. While Mega Man himself is largely based on Astro Boy Protoman is based on Racer X.
His actions speak for themselves:
MEGA MAN 3: Proto Man appears for the first time seemingly an enemy but always vanishing after a brief scuffle. Turns out he's actually secretly helping Mega Man while pretending to work for Wily. At the end of the game he rescues an unconscious Mega Man from the collapsing fortress and takes him safely home.
MEGA MAN 4: Protoman blows his cover by rescuing Kalinka and stopping Mega Man from fighting Dr. Cossack. Wily is angered by what he believes to be a betrayal.
MEGA MAN 5: Protoman appears to kidnap Dr. Light and lead an army of renegade robots. When Mega Man encounters "Protoman" however the real Protoman shows up saving Mega's life and revealing the other to be an impostor built by Wily to frame him. Later when Mega Man and Dr. Light get trapped in the exploding fortress Proto Man saves them.
MEGA MAN 6: Protoman has only a small appearance. If you find him in a hidden area he gives Mega Man the energy balancer. Handy but not necessary to beat the game.
MEGA MAN 7: Protoman can be found in three hidden areas. The first two he gives you some advice/game tips. The third area, if you've found him in the other two, (otherwise he won't be there) he challenges Mega Man to a sparring match. If you win he gives Mega Man his shield to use.
MEGA MAN 8: Protoman appears as Mega Man is fighting Duo, (due to a misunderstanding) to make sure he's alright then tells him where to find Wily's fortress. Later he shows up and takes the injured Duo to safety. After Wily is defeated Mega Man gets infected by evil energy. Protoman runs up, clearly concerned, as Duo is healing him. Duo leaves Mega Man in Protoman's care, Protoman takes him home and delivers Duo's message "good bye and thank you"
ROCKMAN & FORTE (Mega Man and Bass): Protoman attempts to stop King and gets cut in half. He's sent to Dr. Light for repairs and shows up fixed later in order to destroy King's shield. It takes all his power and he collapses. (You end up fighting King with Protoman lying there the whole fight) Upon defeat King teleports Protoman to safety. Later as Wily is showing Bass his plans for King II Protoman appears and destroys the computer with the plans, then lets Bass know he will never defeat Mega Man and he should just stop serving Wily.
MEGA MAN 9: you can download a mode that lets you play as Protoman but this apparently isn't considered cannon as there are no cut scenes in this mode. In the main story Protoman appears at the end and tells Mega Man not to fall for Wily's obvious trap. Mega Man says he can't chance it and Protoman apparently leaves in disgust but after Mega Man is KO'ed by the trap an left to die by Wily Protoman reenters and saves him "again".
MEGA MAN 10: As Mega Man sets out Protoman appears and tells him he can't handle this one alone. Protoman is a playable character from the start in this game. Though you can only play as one of them, the storyline implies Mega Man and Protoman are fighting together the whole time. In fact if you're playing as Protoman there's a cut scene where they are entering Wily's fortress together when Protoman suddenly collapses having caught the virus. Mega Man gives him a cure pill and Protoman comments on how Mega Man is saving him for once.
Protoman is a good guy but he's a bit of a loner and also more willing to bend or break the rules for the greater good. (In Mega Man 10 he comments that he should just leave Wily to die- though apparently he doesn't)