About Jesse... I do agree that he should have been busted for arson and everything else he did, but I can kind of understand Brian not turning him in. Was it the right thing to do? No. But with everything else going on, it would have just made things even worse for the family to have him in prison.
And despite his pyromania and drinking and whatnot, I do think Jesse was a good person deep down. That came across several times... when he went into the fire to rescue the homeless guy (to save his own ass, of course, but he did risk his life to save another person, and without a second thought), and when he helped deliver the lamb and always noticed it in the crowd, even though he had gone on this whole rant about how much he hated the cheap, and the scene with Kate in her hospital room while the rest of the family is at the trial. I think he was a good person, just deeply warped by the dynamics of his family growing up.