Two of the most fascinating serial killers to me were
The Bloody Benders, from Kansas, and
H.H. Holmes, who was based mostly out of Chicago.
Two of the most bizarre serial killer cases, for sure.
As for "worst", most horrifying serial killers,
Andrei Chikatilo from Russia is certainly up there:
http://www.youtube.com/watch?v=D59TFG_5Juw