The killer is rarely who he seems
Dave Cullen, author of Columbine, said in an interview not too long ago that the killer is rarely who he seems. This movie is an exact personification.
During, shortly after the scene where Dollarhyde intimidates the news reporter, I was terrified of him. He seemed like the coldest monster ever.
Then we are forced to follow him in the movie at his workplace, and with the blind woman. Then, when she shows him affection...I was floored at seeing the emotion that we suddenly see in him.
You suddenly realise here that he is not a monster, but someone seriously mixed up, probably from serious abuse when he was younger. That said, some killers are monstrous.
Take Ted Bundy: he volunteered at a suicide prevention hotline. He would have deep condos with the people over the phone, and would then go out and rape & murder a random woman.
Just goes to show, never jump to conclusions. The killer may not be what you think he is.