If the pilot episode is the only one you've seen, then you need to give it another chance.
Alright, I might do that. I mean, I dumped BSG after the bore-fest of a pilot as well, and had to be cajoled back by friends who kept praising it. You're the first to say that the pilot of Dexter differed from the rest of the series, though.
It's just that my suspension of disbelief is thrown entirely out of whack by the concept of a sociopath who cares about who he kills because his dad told him to. It does not make any sense on any level, because it requires a degree of empathy, caring and impulse control that you don't get in a sociopathic killer. It's as absurd as if you were going to do a show on someone with Tourette's whose dad convinced him to only swear at bad people, or a narcoleptic whose dad talks him into only falling asleep in beds.
So the central conceit of the show is built on what to me seems to be an entirely unresolvable contradiction which might have sounded good as a high concept pitch, but that really doesn't hold up to scrutiny. I have seen no indication that this is handled or resolved, just that you're expected to buy it, like you're supposed to buy David Caruso as smart and witty in CSI: Miami, despite all evidence to the contrary.
I think you're putting this under TOO high a scrutiny. Granted there has to be some level of belief for everything, but basically all this show is about, is Dexter the vigilante. However the subplots and the conflicts they weave around him are what really brings us back. Oddly enough its the central theme you mentioned that is given the least bit of emphasis - it's his relationships with everyone else, and the facade of "his true self" and how he deals with these issues, internal and external. It's the web of lies he's created and how he has to maintain the facade in order to keep his world from collapsing that brings the most tension.
Like Joe Don said, it's also about feeling like an outcast and what that can do to us. I know I've been there, I think most of us have at some point.
However I think the show also could be considered a "vigilante" show, and who doesn't like a good vigilante story. It's not that Dex cares about his victims - it's that he cares about his
victim's victims. His stepfather taught him to live by a moral code, as twisted as it may be to the average viewer, kind of makes sense. It's definitely strange to think about "rooting for the bad guy" but, how many movies have been made with this concept? The DIE HARD movies, Kill Bill, Commando, V for Vendetta, there are a dozen others I can think of off the top of my head. Yes they kill but they kill but with a purpose, I guess you could say.
And that's why I like it!
On a personal note, I hate David Caruso and all the other CSI ripoffs out there. Honestly I can't even watch the original CSI (as much as I used to like it a LOT) after watching Forensic files etc and watching how the real thing is done.