With a friend Hawke I get "and if I pay for that with my life, then I pay. Maybe that way Justice will be free" and Anders' just straight-up asks a rival Hawke to kill him on the spot "before there is nothing left of me". I've seen "Anders sees himself as a martyr" often around the forums, so is there some important dialogue that I'm missing somewhere ?
I don't think you are missing anything, actually.
In the friendship path, Anders is ready to pay for his acts and even discusses this as a theoretical scenario with Isabela in Mark of the Assassin. Isabela's line goes something like: "Let's say you free mages, but in order to do so you kill a bunch of innocent people. Would you too deserve justice for that?". And he flat out answers "Yes".
In the rivalry path he asks for death. You can even convince him to fight with you on the Templar side, to atone for his crime, and he somehow hints that he is going to kill himself after the battle is over (and I mean the 100% rivalry, when Hawke basically has him convinced he is possessed by Vengeance and out of control).
In short, I think the "martyr" accusation is a little too simple down the path of depicting him as someone who has gone crazy. He hasn't. He just made a blood-chilling decision and I always liked the fact that he is ready to accept the consequences of his act. I think his level of awareness is difficoult to find in many of the other companions. But that's just my two cents, of course.