What should I do if a professor's grading makes me feel bad?
I would recommend approaching this by thinking about the following question: what is your goal in receiving grades?  

Some things that we commonly do with the grades that we receive are:


Use them as feedback on our strengths and weaknesses in understanding material
Certify our degree of education, thereby obtaining further opportunities
Obtain personal validation from good grades


It sounds to me like you're focusing primarily on the personal validation that you can receive from the professor.  Otherwise, it would be the marks you receive that matter, rather than the size of the X used to mark them.  I would suggest that you instead focus on the more concrete gains that you can obtain from the class, whether intellectual (point #1) or material (point #2).

In that light, the style of markings does not matter, but the precision of his grading does.  When you are concerned that he has not graded you correctly, go to office hours and seek understanding of the reason for a grade.  Perhaps he is being sloppy, or perhaps not---but if you approach him with an entitled attitude such as you are showing in your question here, you are unlikely to obtain the information that you desire.