Karie B, at Bookish raises an issue worth considering:
"Refraining from reading a book (or watching a film) because characters are involved in something you find morally objectional strikes me as .. very odd. Is it because you in your capacity as a reader are afraid of losing yourself in the headspace of the characters or .. what?"
It seems to me that to refrain from reading a book because the characters engage in something I find morally objectionable would seriously limit the range of my reading. I object to murder, but think Macbeth is a great play. In fact, I find I connect quite well with Macbeth himself, especially at the end when, knowing all is lost including honor, that the prophecies have come to pass and Birnum Wood has indeed come to Dunsinane, he still doesn';t shrink from fighting MacDuff.
Lolita, on the other hand, didn't grab me becaus I just couldn't connect with Humbert Humbert as a person. I find it difficult to read a work of fiction whose central character I cannot in some way identify with. A limitation, I am sure, but it hasn't kept me from much.