From what I can tell, Millar is something of those writers who have an incredible disdain of classic superheroes. Wanted was as far from those characters as possible, the main character being basically Eminem as a gunslinging thrill-killing/raping supervillain in a world ruled by the top dogs of Evil.
Yeah, you're not alone in this. When I started reading Ultimate X-Men, I asked myself, "Jesus, who's this Millar guy? I understand why Bendis is around, he's funny, but Millar's like Liefeld's writing counterpart." I checked his Wikipedia entry to answer my question, and said "Oh, he did an Authority run. I guess he can't be that bad." I read Wanted after I heard it was being adapted for the screen, kinda enjoyed it for a miniseries about a bunch of characters I absolutely loathed, and felt better about the whole thing.
Then Civil War happened.
I remember thinking "Holy crap is this guy not in his right mind! What is he smoking? Can he write heroes at all? If he can, he's not having a good decade." Then for additional insult I read through all the Authority I could get my hands on. Warren Ellis started it out reeeeeal good, but then I hit Millar's run and it went DAMNED downhill (not to mention that they either got Frank Quitely before he was good or Millar's suck diffused into Quitely to maintain a proper balance of suck). I understand that it wasn't all his fault, that there may have been some crap editorial decisions handed down. But honestly, what proof alcohol was Marvel slipping in it's coffee to make that bad of a decision?