Is he actually bad throughout the films ? Does he turn to good in the end?
Vader's redemption and return to the light side of the Force comes only at the end of Return of the Jedi when, as the Emperor is about to kill Luke, Vader decides to help his son and throw the Emperor into the core of the Death Star.
By doing so he is simultaneously redeemed to the Light side and mortally wounded. We can see he returns to the Light Side because his force ghost appears to Luke (and possibly Leia) during the celebration on Endor at the end of the movie.
In the movies (not considering EU) we only ever see Light Side characters appear as force ghosts, so we are to assume this means Vader (now Anakin once more) is redeemed.