Maybe I'm in the minority, but Alexandra has always been the Romanov that I've identified with & understood the most. I've always thought her positive traits have been unfairly overshadowed by her flaws.
From what I can see, Alexandra was the kind of woman that felt everything to the core. When she loved, she loved from the depths of her soul. What she despised, she detested just as equally. She may have made judgment errors & mistakes, to be sure, but they came from her heart and without fakery or deceit. I admire that immensely.
Much has been made of Alexandra's physical weakness, and emotional ups and downs. IMO, however, she was an incredibly strong woman. She dealt with the den of vipers that was Petersburg society in the only way she could have - sealing herself off from them & creating a nest at home in which she could be herself. She never tried to be something she wasn't - she adapted her life and the life of her family to protect them all from a vicious, trite society life.
Her compassion and warmth was real,and she exuded these qualities while trying to help in the hospitals in WWI. She witnessed some horrible things while tending to soldiers - something she never had to do - and did it without flinching. When she knew or felt that something was her duty, she went about it wholeheartedly despite anyone's ill-will or negative opinion of her.
Those are a few of the things I find admirable in Alexandra.