Well, I'll say that I find crime, including killers, pretty fascinating, and that includes Serial Killers which are just one small part of it and oftentimes confused with spree killers and such in terms of terminology and such. Of course while I couldn't fully complete my studies for financial reasons and wound up not living my dream (ending up as Casino Security) I was a Criminal Justice: Forensics major, so that's probably a "duh" kind of thing for a lot of people who read my posts and know this. 
One thing to understand about serial and spree killers is that they tend to both be sociopaths and sadists. A general sociopath (despite what Hollywood might tell you) isn't all that inherently harmfull, being sociopathic means being self-interested and not forming true relationships or having empathy with other people which basically comes down to someone being a selfish jerk (though you can be that without being a sociopath). Typically to become a recreational killer a Sociopath must also in some way benefit from hurting or killing people (it feels good for them to do so), such as being a sadist on top of being a sociopath. Those kinds of traits don't go together all that often, and more often the people that do have those traits usually aren't savvy enough to conceal them or otherwise fake empathy enough to blend into society (though some do, including the most successful serial killers). This is why despite society seeking an answer to why someone like say "BTK" would do what he did, and act the way he did when caught and brought to trial, they won't find one beyond what they have been told which pretty much means "I hurt and kill people because I like it". Something that is alien to people who to be honest might desire to hurt and kill people, but generally only with a motive (war, revenge, competition, to survive, etc...). As a general rule a sociopathic killer doesn't kill for hate, but for pleasure.
Part of the thing that makes Serials killers interesting is that unlike other murderers, the general "motive, method, opportunity" thing doesn't work in finding the perpetrator because they don't really have a visible motive. What's more if they are careful you have to look for patterns beyond the crime itself, this is why systems like the old VICAPS (there have been several since) were established for the police to better share records, and predict targets based on things like the least effort principle (ie if someone is going to get a quart of milk, they aren't going to drive 4 towns over to get it, they go to the corner store) meaning that you can find such killers in part by noticing people operating well outside of their normal "range of living" (ie someone hunting away from where they operate) or by simply looking at the area the killings take place and what they have in common and being able to deduce where the killer must be operating from. Of course this kind of thing is far from perfect.
At any rate I'm rambling. One thing I will point out is that one should not confuse being a vigilante with being a Serial killer. For the most part that's pretty much how they sell someone like "Dexter" and make him sympathetic. What's more with the way Dexter behaves, especially in later seasons, I'm not sure you can even truly call him a sociopath as much as simply being emotionally repressed. When you get past his creepy internal monologue, he's basically "The Punisher" on a smaller scale (and still working for the police. From the perspective of your typical person the idea of vigilantism is very exciting, although in real life it doesn't work out the way it does in fiction. To put it bluntly the system exists for a reason, and mob or vigilante justice always inevitably goes wrong... though it can make for good fiction.
What's more I'll also say that your most famous horror movie serial killers like Freddie Kreuger, Jason Voorhees, Michael Meyers, and the like are iconic because they are evil, but also because the stories they exist in are also sort of morality plays. The victims in horror movies are so annoying to the point of creating tropes (albeit much subverted ones) for a reason. The "bad guys" despite being evil are pretty much visiting justice on a bunch of annoying stereotypes. I mean sure, nobody *really* wants to see the annoying cheerleader have truly terrible things happen to her in real life, but when she annoys us we think it, and these movies are sort of meteting that out vicariously. For the most part in your typical horror movie the genuinely "good" people get away (or if there are none the monster wins). It's only a few horror movies, generally the heavily criticized ones, where bad things happen to good people, and you see innocent kids and such get ripped to pieces or whatever (which are more serious horror movies out to shock and disgust, but that's another discussion entirely). The point is that the overall production here doesn't generally come close to what real serial murder or spree killing is, because again, we can project a sort of motive or justification on it by the presentation of victims that deserve it. Indeed "Evil Dead" and "Cabin In The Woods" are both movies that stand out because they point out, and directly subvert this trope.
To put it bluntly, there really isn't anything redeeming about real serial killers, life isn't a scripted horror movie. These guys tend to be predators acting when they have an opportunity, and they do it for no other reason than their own gratification. In a lot of cases I'm familiar with where there seems to be some kind of deep delusion involved, I think the Serial killers might have been gaming the system (long story), although some might have been victims of non-sociopathic delusions and believed they were somehow doing the right thing. I personally suspect cases like the infamous "Zodiac" killer occurred because he presented himself as a delusional psycho following a pattern, but was making it up as he went along and simply created a way his latest victim could be traced to a previous one after the fact, so the police basically spent all their time trying to decipher a pattern that really wasn't there (but that's an opinion).
At any rate I'm rambling, the short version is that yes, this is something I've been fairly interested in. Along with thefts, fieldcraft (intelligence, etc...), and similar things. I've probably put a disturbing amount of time into thinking about this stuff, and even commented before that I thought it might be interesting to create a video game based around such things, though the point of such an exercise would be to pit player ingenuity against the investigative systems, techniques, and nets that exist out there. Just running around murdering people would just make it Grand Theft Auto with a butcher knife or whatever.
One thing to understand about serial and spree killers is that they tend to both be sociopaths and sadists. A general sociopath (despite what Hollywood might tell you) isn't all that inherently harmfull, being sociopathic means being self-interested and not forming true relationships or having empathy with other people which basically comes down to someone being a selfish jerk (though you can be that without being a sociopath). Typically to become a recreational killer a Sociopath must also in some way benefit from hurting or killing people (it feels good for them to do so), such as being a sadist on top of being a sociopath. Those kinds of traits don't go together all that often, and more often the people that do have those traits usually aren't savvy enough to conceal them or otherwise fake empathy enough to blend into society (though some do, including the most successful serial killers). This is why despite society seeking an answer to why someone like say "BTK" would do what he did, and act the way he did when caught and brought to trial, they won't find one beyond what they have been told which pretty much means "I hurt and kill people because I like it". Something that is alien to people who to be honest might desire to hurt and kill people, but generally only with a motive (war, revenge, competition, to survive, etc...). As a general rule a sociopathic killer doesn't kill for hate, but for pleasure.
Part of the thing that makes Serials killers interesting is that unlike other murderers, the general "motive, method, opportunity" thing doesn't work in finding the perpetrator because they don't really have a visible motive. What's more if they are careful you have to look for patterns beyond the crime itself, this is why systems like the old VICAPS (there have been several since) were established for the police to better share records, and predict targets based on things like the least effort principle (ie if someone is going to get a quart of milk, they aren't going to drive 4 towns over to get it, they go to the corner store) meaning that you can find such killers in part by noticing people operating well outside of their normal "range of living" (ie someone hunting away from where they operate) or by simply looking at the area the killings take place and what they have in common and being able to deduce where the killer must be operating from. Of course this kind of thing is far from perfect.
At any rate I'm rambling. One thing I will point out is that one should not confuse being a vigilante with being a Serial killer. For the most part that's pretty much how they sell someone like "Dexter" and make him sympathetic. What's more with the way Dexter behaves, especially in later seasons, I'm not sure you can even truly call him a sociopath as much as simply being emotionally repressed. When you get past his creepy internal monologue, he's basically "The Punisher" on a smaller scale (and still working for the police. From the perspective of your typical person the idea of vigilantism is very exciting, although in real life it doesn't work out the way it does in fiction. To put it bluntly the system exists for a reason, and mob or vigilante justice always inevitably goes wrong... though it can make for good fiction.
What's more I'll also say that your most famous horror movie serial killers like Freddie Kreuger, Jason Voorhees, Michael Meyers, and the like are iconic because they are evil, but also because the stories they exist in are also sort of morality plays. The victims in horror movies are so annoying to the point of creating tropes (albeit much subverted ones) for a reason. The "bad guys" despite being evil are pretty much visiting justice on a bunch of annoying stereotypes. I mean sure, nobody *really* wants to see the annoying cheerleader have truly terrible things happen to her in real life, but when she annoys us we think it, and these movies are sort of meteting that out vicariously. For the most part in your typical horror movie the genuinely "good" people get away (or if there are none the monster wins). It's only a few horror movies, generally the heavily criticized ones, where bad things happen to good people, and you see innocent kids and such get ripped to pieces or whatever (which are more serious horror movies out to shock and disgust, but that's another discussion entirely). The point is that the overall production here doesn't generally come close to what real serial murder or spree killing is, because again, we can project a sort of motive or justification on it by the presentation of victims that deserve it. Indeed "Evil Dead" and "Cabin In The Woods" are both movies that stand out because they point out, and directly subvert this trope.
To put it bluntly, there really isn't anything redeeming about real serial killers, life isn't a scripted horror movie. These guys tend to be predators acting when they have an opportunity, and they do it for no other reason than their own gratification. In a lot of cases I'm familiar with where there seems to be some kind of deep delusion involved, I think the Serial killers might have been gaming the system (long story), although some might have been victims of non-sociopathic delusions and believed they were somehow doing the right thing. I personally suspect cases like the infamous "Zodiac" killer occurred because he presented himself as a delusional psycho following a pattern, but was making it up as he went along and simply created a way his latest victim could be traced to a previous one after the fact, so the police basically spent all their time trying to decipher a pattern that really wasn't there (but that's an opinion).
At any rate I'm rambling, the short version is that yes, this is something I've been fairly interested in. Along with thefts, fieldcraft (intelligence, etc...), and similar things. I've probably put a disturbing amount of time into thinking about this stuff, and even commented before that I thought it might be interesting to create a video game based around such things, though the point of such an exercise would be to pit player ingenuity against the investigative systems, techniques, and nets that exist out there. Just running around murdering people would just make it Grand Theft Auto with a butcher knife or whatever.