Entertaining yet very uncomfortable to watch
The show is very entertaining and thrilling. There are times throughout the series when Joe is depicted as sympathetic in spite of his extremely sociopathic tendencies. This sympathy is achieved via flashbacks to his childhood and how he plays the hero to vulnerable kids. It also seems to give an insight into how cold-blooded sociopathic murderers think via inner monologues where they try to rationalise and re-assure themselves of doing it for the better good.
Nevertheless, it is still extremely uncomfortable to watch as it essentially makes the viewer root for and sympathise with someone with the worst possible human traits. Finally, it makes any of his heroic exploits somewhat hypocritical.