Simply, Dexter Morgan is one of the most wonderfully morally ambiguous characters in television, a serial killer by instinct and a vigilante by existential choice. He has a code and tries to live by it - a code which he was taught by his adoptive father, a cop who spotted his damaged psyche at an early age and reared him as an attack dog of justice. He has few emotions naturally, but has learned to fake them so well that he does the right thing and puts other people ahead of himself and admires above all the ordinary decent not too bright cop Angel Batista because Dexter knows that Angel is good.
He loves his sister Deb, a foul-mouthed young cop, and his girlfriend Rita, a recovering victim of domestic abuse. This is a show in which we care whether or not Dex is ever caught because of how it would devastate those close to him - there is a wonderful sequence in which he considers telling Deb and in turn we see her choke, arrest him, break down and shoot him through the head. None of these happens, because he does not tell her, but they all might.
It is a show about possibilities and how people grow. Which is an odd thing to find oneself saying about a serial killer show.