Jack the Ripper.
The case itself is extremely interesting, and the theories to have come out on who he actually was are interesting as well to say the very least. If I have a fav, I suppose it would be him.
Ed Gein
Mainly because of how bizarre this case was. And due to the case, and individual in certain respects being the inspiration for fictional silver screen villains like Norman Bates, Leatherface, and Buffalo Bill.
Ted Bundy
A very prolific serial killer, and one that had that whole Patrick Bateman thing going. By being well educated, and what some women would call, handsome. He was able to be quite successful in racking up a large body count, as well as evading capture. And even when he did get caught, I think he escaped a time or two even after that!