The main character is very complex and interesting. He's also a serial killer. That part might be a turn-off you can't get over. But I'd give the pilot a try. Chances are, if you don't enjoy it, the rest isn't worth it. But if you do, stick with it, the first season is great.
And, out of curiosity, have you seen The Wire yet? Great show.
I really don't think I would be turned off by a serial killer as lead. Hannibal Lector a pretty terrible person but is made very watchable by Anthony Hopkins. I don't mind seeing bad guys as leads in films/tv.
And no, I haven't seen The Wire either. The truth is, I don't watch much TV. I just rarely have the time beteen classes, my two jobs, and whatever I'm watching on DVD. DVD is how I catch most tv shows anyway, usually after watching a few episodes online.
But I hear The Wire is good too.