If a war popped up in your backyard with 2 enemies. Would you side with the one that was winning and had the greater technical capabilities (but the more vile philosophical underpinnings)? Or the side that was against the ropes, had less technical capabilities (with more mild philosophical underpinnings - ignoring what they might be in practice)? The UK and the US had to make a choice. And so did the Finns.
Regarding Churchill's position, he wanted a military showdown with the USSR very soon into the post-war era. And that's why the UK voted him out - he seemed like a warmonger at the time (to the general public). But even in 1945 military, intelligence, and diplomatic circles in both the UK and the US, most people knew that Stalin wanted to expand his sphere of influence past just East Europe. Still in 1946 the US probably would have lost a conventional war against the USSR - the US had just started making halfway decent tanks among other things. And the A-bombs were too weak and limited in number to make much difference (they would still be sending them by bombers at that point to).
Besides that there was still the idea that the US was trying to maintain the moral high ground (which it didn't always do - see installing terrible dictators) by not instigating a war. And people needed a break from war for a bit, right? But overall if peace and prosperity is what you want for the world, it's hard to argue against the Cold War being a good thing especially since we didn't let a nuclear war happen. Not that small bad things didn't happen during the Cold War, but imagine the scale if it were WW3 even without nuclear weapons.
Anyway, regarding how good or bad Stalin was. To me the more interesting question is what would have happened if Lenin lived a bit longer, or purged Stalin, or put Trotsky firmly in place as a successor? Lenin was pulling back from his more hard-line tendencies in his later years (some market-based farm reforms, etc.). Would a USSR not led by Stalin have been strong enough to repel Nazi Germany's advances in 1941? It seems like Stalin by cult of personality / fear, organization / forethought, or willingness to led Russian blood be spilled for the goal of national unity / strength, was able to strengthen the USSR's industrial base in the 1930's (although there is probably some good evidence that he weakened its agricultural sector). What do you think?