I'm not a fan of GW's named ones either, except for the WK and Khamul which were each identified by Tolkien. And as the first named one released, Khamul's rules were actually good IMO as they deviated slightly from the typical Nazgul focus (giving him a combat slant) while not really going overboard on the special rule. I think he really balanced well with the generic Nazgul.
A few key points above are the flexibility of the unnamed RWs to fit into your army as you need by simply adjusting the points. Even one light on Will can be extremely useful and I've seen a few players so hung up on using the named versions that they are surprised when a standard Nazgul is fielded in a lower point level. For many years they were perfectly fine supporting models.
If you do decide to max out then you could just bump up the last little bit and pull in a special rule as mentioned above. I really try not to do that but there are some times the special rule can add some strong synergy to a list...but that doesn't mean you have to accept the fact that he's got the GW "inspired" name. Just tell yourself he's a Nazgul that you paid extra points for a special rule...not for The Dark Marshal...and you won't feel as dirty.
I can honestly and happily say I have never made an army list with any Nazgul named except the Witch King or Khamul, though I have had a couple special rules attached once or twice. I really try not to, but a few times the tabletop need has overruled the better angles of my nature.
My bigger gripe is it seems very hard to find the original models at a decent price any more (especially the mounted versions). Some of the newer ones are fair but I wish I would have picked up some of the box sets when I first got started.