I actually do agree with you about the Joker, but I'm still really curious about his scars :P And as for Rorschach I didn't think his backstory was that spesific in Watchmen.
As I can remember from the movie, I think it was just a scene with him and two bullies, and the scene with his mom that said something about his childhood. And from later on, the scenes where he fights crime. I just think it's still more to know about Rorschach. I found him very interesting because of his uncompromising nature. Hard to explain really. I've always been a little facinated with psychology ;)
Rorsach's story isn't very well covered in the film at all but it gets an entire chapter in the book. If you're really interested you should deffinitely read it, you should really read it anyway because it's a fantastic book.
Plus, Rorschach's backstory is pretty much covered in the Watchmen film?
Great concept.