I have lately read a couple of books with interesting protagonists. They're interesting because you really don't like them.
Take the Artemis Fowl series: it's really a strange sort of series because the protagonist, Artemis, is a criminal. Now, I know that just because someone is a criminal, that doesn't make him a bad character. Vigilantes like Batman and Robin Hood abound in literature. Sure, technically they're on the wrong side of the law, but we know that they have good hearts and are totally honourable.
But Artemis has absolutely no scruples. He is extremely clever and devious, you have to admire that, but he is also extremely unlikable. I'm not used to reading books like this, and it felt weird. I sort of wanted him to win, but sort of didn't.
I have also just finished reading the second book in the Bartimaeus series. The protagonist in that series is Nathaniel. Nathaniel is an extremely talented young magician, but he is so self-centred and egotistical that you just want to smack him silly. His continual grasping for power (no matter what the cost to others) is absolutely disgusting. And it gets worse in the second book. In the first one he actually had some redeeming moments. So I'm eager to read the third one because at this point I don't know if the author can redeem Nathaniel or not. Maybe he'll just toss him over a cliff in the end.
So I'm not sure how I feel about the anti-hero. But it's a different reading experience anyway.