Mike is the only good one, and that's cause he renounced his old ways. However by the nature of his being he still needs garmonbozia to survive. So he's got some internal guilt and conflict there. I would feel confident saying all Lodge spirits are evil, or at the very least, mischievous and completely self-centered (outside Mike, as noted.)
The White Lodge, if that's what the purple zone/Giant's home is, is definitely the opposite. Black and white, grandiose, calm, dialogue-less.
I think Mike and the White Lodge spirits are helping Coop, but in different ways, and may even be ignorant of each other.
Where the Arm fits into all this, I can't say. At the surface, it *should* be pure evil, since it represents the evil part of Mike that he had to separate from to "atone." But Mike and the Arm seemed to have been working together at the start of The Return, so it's difficult to say. It definitely did seem like the Arm got pissed at Coop about something ("NONEXISTENCE!") before Coop got ejected.