(Spoilers for Dexter, Breaking Bad, and Deadwood)
Guess my loss of interest in Dexter was justified as that series limps to its finale. I stopped watching in the third season because Dexter became less interesting as he evolved into someone less creepy and more normal, and according to the link that problem has only continued. The link contrasts Dexter to Breaking Bad, whose lead character has become worse as the show has become even better.
For another great show with a similar problem in the character arc, look at Deadwood. One of my favorite shows ever, but I didn't like Al Swearengen's improved moral character. They fixed that in the finale, though. We'll see what happens with Dexter.
Any other good ambiguous shows out there?