I've read the books, and it's a strange experience since that Dexter Morgan is a distinctly different person than the Dexter of TV. The book Dexter is more sinister, sardonic and self-controlled.
You don't get the sense that Michael C. Hall brings that a) there's a really good person under the psycho layer and b) he could really go off the rails someday. There's much more tension in the TV Dexter, which makes him more compelling to me.
Also, the book plotlines go in wildly different directions from the TV show, not necessarily good ones.