Tsunderes are my favourite moe character type, for a few reasons. Firstly they are usually, though not always, the smartest character in the show, so I tend to relate to them, rather than the, mostly, clueless male at the centre of the harem. It follows then that I'm enormously annoyed by the idiot male lead and enjoy watching him get stitched up. (It also invariably follows that I'm disappointed when he lands her at the end.) Lastly, the tsun-tsun and dere-dere aspects make for inbuilt conflict within the character, and thereby provides impetus for the story telling. I think that's why there are far more tsundere than, say, genki protagonists.
I classify tsunderes into three types: ornamental, weak and strong. The "ornamental" is usually a minor character, put in the cast for the laughs. We never know why they are that way - they just are. An example would be Michiru from Plastic Memories or even, arguably, Holo from Spice and Wolf. The "weak" is the character who considers herself as higher status than the protagonist so is alarmed by falling for him - her feelings are in conflict with her self-image, hence the anger, which is directed at the source of her confusion. My example would be Naru from Love Hina. The "strong" is the idealistic character whose intentions are good but who has been savagely treated by their circumstances in life. Her notions of how the world should be conflict with her experience of how it is. Examples would be Rin Tohsaka from Fate/Stay Night, Victorique Du Blois from Gosick or Taiga from Toradora!. Such characters are among my favourites in anime and can really push a story along thanks to the grand conflict they embody.
(Oh, and I edited your post, ugh_hey, to identify the source of your quote.)
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