In the last few months, I read all five of the books in George R. R. Martin's series A Song of Fire and Ice. One of the main plotlines revolves around The Game of Thrones because 15-20 years before the book opens, there's a rebellion, the former ruling family is overthrown and most of them killed off, and the leader of the rebellion makes himself king. Only he was a better solider than he is a king.
There are other great examples of really complex morally ambiguous characters that I've loved. When I was reading Harry Potter my opinion of Snape and whether he was good or bad changed with each book. And it took me most of The Hunger Games to figure Haymitch out. And that's why I found them so interesting.
First published on 8/8/2011, this post in its original form can be seen at Brave New Words.