I sometimes surprise people by saying my "favorite character" in some story or another is someone widely agreed to be a jerk. But I've often found jerks to be some of the most interesting characters, the ones that give you the most to think about. And the characters I like the most are the ones with depth and layers, the ones you can think about after the story is done and worry out how and why they acted that way.
As always, spoilers behind the cut.