The Writer magazine recently re-published an article by Ruth Rendell. In it, she wrote:
"It is an intriguing fact that in order to make readers care about a character, however bad, however depraved, it is only necessary to make him love someone or even something. A dog will do, even a hamster will do."
She also says that shades of grey are more interesting than black and white: "I think the time for a blackness and whiteness of characters, a Dickensian perfect good and perfect evil, has long gone by...Even the worst character in a novel should inspire in the reader some fellow-feeling."
You'll find great examples of this in Patricia Highsmith's novels, the Ripley series, and even the deranged character in "Strangers on a Train" garners some sympathy from the reader.
(There's practical advice on creating great characters, in my book "Your Writing Coach." It's available from Amazon and other online and offline booksellers.)