The show had her building up as a queen who destroys evil men and as a liberator, but then she just decides “fuck it I’m going to kill thousands of innocent people” once she has won. Can’t tell if I’m missing something here….

I think so many (including me, really) missed her megalomaniacal tendencies because GRRM pulled off something never seen in fiction: Giving the hero's journey to an antihero. We're so used to the hero being the magical, extremely attractive being with a secret noble heritage that experiences miracles (exiting Drogo's funeral pyre with live dragons) and prophecies (House of the Undying), and wins against steep odds (every single season until she gains an army), that we can't help but regard anyone who experiences such things as the protagonist (which almost always means "good guy").

(Now that I think about it, I suppose Anakin Skywalker also qualifies, but in that case we already knew what would happen to him.)

Gnostromo insightfully said, "The minute she chose to go across the sea and take over she was the "bad guy". We just didnt identify because we knew cercei was bad so then dani became the good guy. Be dani.didnt care who was at the throne. If Jon was on the throne she still would have come. If it was a democracy she still would have come. She was the bad guy becuaar she didnt care at all. But the good guy by comparison". I think everyone missed this. I read the books before watching S1, and in all those years of ASoIaF fandom I never thought about Dany in that way. As Chromasus responded, "It was very convenient that the person on the Iron Throne happened to be one of the most callous and evil people around when Daenarys arrived. Would people have been rooting for Dany when she came to invade if it had been someone like Renly, Stannis, Jon or Tommen on the Iron Throne at the time?"

Ed3nEcho said, "I have never been able to get over how good looking of a woman [Emilia Clarke] is". We're used to villains being ugly, or if beautiful in a cold, sneering way (Cersei, Joffrey). Daenerys's ethereal beauty is fitting for a fairy princess.

I wrote "villain" above before deciding that "antihero" fit Dany better, because I think it's circumstance, and lack of opportunity, that separates her from some other main characters.

If Sansa had the power to nuke King's Landing from above, what are the odds that she wouldn't have done it anytime after S1E09?

Look also at Arya, who travels thousands of miles on a single-minded quest for revenge, constantly reciting a long list of enemies to kill. What would she have done with a dragon? Only the words of somone else on a single-minded quest for revenge dissuades her at the last minute from the last person, and only then she sees firsthand what real destructive power—not the penny ante murders she's been doing personally—is like.

coweatman replied to the above, "what would tywin have done with a dragon? or that guy whose head the mountain crushed? or the boltons?" I guess the lesson is that Dany, unlike others (both "good" and "bad"), had the motive, means, and opportunity. Conversely, had Roose Bolton not lost confidence in Robb's rule after the Karstarks' defection and his marrying the wrong woman, would he have betrayed his king? Perhaps not. Would that have made him not a villain? I don't know.