Don't really know how you can love Gilgamesh. He is an arrogant ******, claims he is King because reasons, laughs at Saber and her ideals and adds nothing to the story other than mocking everyone. One of the few bad characters in Zero, I found.
Eh, I disagree.
Yes, on the surface Gilgamesh undoubtedly comes across as an arrogant ****** who has the attitude of an over grown child who claims that everything is his by right. Resenting such a character is understandable, and I initially did so as well since I thought that was all there was to him and if there is something I hate are leaders who simply establishes themselves above others without any reasoning to why this is the case. Though thankfully with Gilgamesh--and with many characters in the Fate universe--he is quite a complex and nuanced character.
His arrogance is an integral part of his nature, due to the historical persona that he embodies, which is to a large extent warranted. Anyone who has read the Epic of Gilgamesh knows of its story and influence it has had in both ancient and modern culture, and everything that Gilgamesh promulgates about is not without merit, since he can back his claims quite well, both with his abilities and treasury (Gates of Babylon holds more things than just weapons). I wouldn't directly label Gilgamesh as arrogant, but more him being self-assured and prideful, since he simply states things as what he believes to be facts and not to simply make fun of others.
This is quite prominently brought up in the Banquet of Kings episode, in which Rider and Gilgamesh take up that pride is a prerequisite for kingship, an integral part in its definition. For a leader it is a vital aspect--among other things--to embody a larger-than-life figure as a means to inspire, which they argue with Saber is something that she didn't do and ultimately led to her kingdom's downfall. Certainly, Gilgamesh is a tyrant. He thinks and acts in extremes--he feels in extremes, in ways other people don’t. By Rider’s logic he is every bit a hero because of that. Though one should not forget that he does share striking similarities with Saber. Like Saber, he himself was a king so far removed from his subjects, and like her he tried to carry the weight of his kingdom on his back alone--thus, absolving himself to the solitude that role entails. He knows what ultimately awaits Saber and how foolish her quest is, and he can't help but laugh at her for that (though I wish he had actually pointed this out instead of just mocking her).
A factor that is a vital part that he likes to play within the story is that of aspiration, albeit in twisted ways. His two primary interests in Zero are with Kirei and Saber; in which he with the former he seduces self actualization into Kirei's self-denying nature who unbeknown to him harbors a willingness to reach beyond himself, and with Saber who he shares similarities with and wants to explore how she would bear the weight of her idealistic aspirations when they would collapse on her as it did with him. What I enjoy about Gilgamesh is his manipulative nature and how he seemingly is drawn to those who attempt to move beyond themselves, even when that reach seems futile or dangerous (a major reason why he loathed Tokiomi Tohsaka and couldn't stand him). So yeah, he is hardly unnecessary to the plot and his actions does play a role in Stay Night (though the Fate route made him terrible. Hoping he is better in UBW and HF).
I can see plenty of reasons to loathe Gilgamesh, even with these traits, though I would hardly call him a bad character for it. So without further ado...

