There are several important characters to every novel: the protagonist, the antagonist, the supporting characters that introduce elements of romance, background information, or "color"...but my favorite character in any book is the one you don't know how to take.
The Snapes and Gollums of the literary world slink onto the scene and instantly steal it, leaving us disturbed, fascinated, and intrigued. Are they evil? Maybe. They certainly aren't candidates for sainthood but even so, we long to attribute good motivations to their actions. We want to believe that under the smarmy, furtive exterior beats the heart of a reluctant hero. We want to believe that they can be redeemed.
I think this is the most complicated type of character to explore and perhaps the most difficult to write well. There's an art to keeping a reader both hopeful and doubtful at the same time. I don't think any author has done it better than Rowling with Snape and Tolkien with Gollum. You are, of course, welcome to disagree (keeping in mind that this is, after all, MY blog). =)