I must admit that I've always liked the character David, simply because he was so human. He did do bad things that we would never dream of doing but when he acknowledged his crimes and faced them he was heartbroken over them. He also wrote some beautiful Psalms.
I think Jesus showed what mercy over law was when the jews brought the adulterous woman to him wanting her to be stoned. His answer that any without sin be the first to cast the stone showed that the law was imperfect and unforgiving. Maybe many of those laws were enforced to the letter without any kind of mercy or forgiveness being shown and Jesus was showing the real way.