You guys scared of the boogey man? By 'favorite' I mean 'most interesting.'
username brings up an interesting angle. At this point I will mention 'From Hell' by Alan Moore. A speculative comic book epic about Jack the Ripper. 'From Hell' is what got me interested in William Blake as he makes a cameo. By taking out prostitutes, is Jack the Ripper acting righteously and in accordance with natural law?
In some ways, you could say that. But ultimately, I think what Jack the Ripper did was needless and cruel. Sure, prostitutes may not serve much of a moral purpose, but what good is killing 3-4 of them? Not to mention scaring the shit out of London's populace. Either take steps to correct the problem outright, or try to formulate a plan that will. Besides, who is to say none of those prostitutes were on the street for reasons beyond their control (unlikely, but still possible)? JTR wasn't righteous, he was sick in the head. He killed for pleasure, not to make society better.
On topic, I have a really interesting multi-disc documentary on serial killers - covers damn near all of them spanning from Jack the Ripper and Jane Toppan to Richard Ramirez and the DC Beltway snipers (I'm not at home so I don't remember what the docu is named, so I will post later with the title for those interested). One point they make about serial killers is pertinent and bears repeating; the reason for an increased amount of serial killers is the fact that humanity has lost much of its sense of community. In ye olden times, there were far less outliers of society, and people generally knew their neighbors more - by extension they CARED more. This is not so today, and it is a big part of the reason why serial killers flourish in modern times.
I always thought H.H. Holmes was interesting. The sheer volume of people he killed is mind boggling; experts aren't even sure they have a correct estimate to this day.