His Girl Friday's a funny one because I think traditional roles start out quite simply and then shift later on, most notably the Walter character.
I feel the protaganist/antagonist separation is quite clear in the outset and throughout at least the first third because Walter is proactively trying to stop Hildy from leaving in a traditionally antagonistic way. He stalls, lies, cheats, associates with the shiftier characters like Diamond Louie and seems he'll stop at nothing to stop Hildy from leaving even to the detriment of her marriage and future.
But because we get the sense quite early on that Bruce is a bit of a dolt and that Hildy clearly belongs in the newspaper game, we tolerate Walter's shennanigans and right about the time Bruce starts to complain about Hildy's wanting to finish the story (and once we know an innocent man's life is at stake) we start to root for Walter a lot more. I actually think this makes him ultimately even more likeable because although he's not the most honest guy in the world, by the end of the film we can more fully appreciate the lengths to which he has gone to keep Hildy in his life.
I still think Hildy is the 'hero' and that she has the fuller, more complete journey in line with traditional screenwriting ideas of arcs and themes but Walter's clearly a likeable guy and as I said above, once we know his intentions (keeping Hildy) are the same as ours and that Bruce is indeed not the man for her, it's not hard to get behind Walter either. That's just my interpretation, of course. Like you said, it's open to a degree of varying viewpoints.
Amazing film, anyway.
Sometimes you have to sort out the difference between "hero" in the sense of good guy vs. bad guy and the more structuralist sense of protagonist vs. antagonist in the sense of the character that has the need that drives the story.
In the latter sense one can construct HGF with either character as protagonist or as antagonist (remember that "character arc" is a recent addition to ideas about dramatic structure, not a traditional part of it).
That is, Hildy wants to escape to a life in the country, Walter stands in opposition or -- Walter wants to keep Hildy from escaping and Hildy is doing her best to escape.
They're both introduced at virtually the same time, the parallel stories unfold (her attempt to escape, his to keep her) in tandem.
It really does work that way (and I don't think that The Front Page really does -- that pretty much is the *male* Hildy's story).
There are odd cases where the character we very much think of as the villain in a story, when you look at it structurally, is really the protagonist -- because that character is the one who has the goal, who acts to achieve it, who has to face opposition.
Take something like, "The Hand that Rocks the Cradle" -- the impulse is to say that the Mom at home is the "hero" -- and on some level she has the "need" to protect herself and her family from the crazy predatory nanny.
But the fact is, she doesn't even realize that the Nanny is a villain until virtually the end of the movie, and thus has no capacity to take any action at all.
So while she has a need, she has no goal and takes no action -- and so can't really be in any structural sense the Protagonist.
The Protagonist, structurally -- is the Nanny. She is the one with the need -- to "take over" the family. She is the one who faces opposition, who acts to overcome it. Ultimately, she fails to achieve her goal -- but if you really break the movie down, structurally, the Nanny is a "tragic hero" -- she is the Protagonist.
But since she is clearly "the bad guy" as we currently understand the term, we don't think of her as the "hero" of the story.
Well, let's face it -- by any current definition, MacBeth is also a thorough-going bad guy. He murders his king, his friends, orders the slaughter of innocent children. And comes to a bad end.
Yet he is also "the hero."
NMS