I'm rather partial to The Judge in Blood Meridian. He can be read so many ways; from one perspective the dude thinks he's Satan. From another he is Satan. He has a philosophy that says only what he knows about has his permission to exist, but on the other hand he has another philosophy on how humans can't know everything. It's quite likely he's a murdering pedophile. He contradicts himself back and forth, left and right, but manages to use that to flesh out his own personality and throughout it all remain a rather bloodthirsty, intellectual, downright evil character.
Definitely took my place for top-psychopath after I read through the book.