The way Louis depicts Lestat is a lot different from the way Lestat depicts Lestat.
Is Louis so tortured because, deep down, he still believes in human morality but is forced by his vampire nature to live at odds with it, or is he so self centered that all he can see is his own pain? Both. Louis remains strongly Catholic, and struggles with trying to adhere to a moral system designed for humans when he no longer is one himself. At the same time, he has a marked disinterest in others unless he believes that they can offer some guidance in his internal conflicts. Maharet offers him her blood, because she finds his frailty disturbing, but he refuses. He cannot see her as a spiritual mentor because she is older even than Judaism, much less Christianity, and so she is too alien to serve as a moral guide, as is the case with most ancient vampires. Ultimately, he is not close with the others because they cannot resolve his inner conflict for him.
Canon Sue: Dora, Mona, Merrick, but Lestat most of all.
This is debatable, since Lestat has a lot of realistic flaws and short comings that he himself admits to, does a lot of things that he later regrets and admits to being wrong about (Claudia anyone?) and there are plenty of other characters in the story who really dislike him for what could be considered perfectly logical reasons but are not made out to be villains.
Though, Anne Rice has openly admitted to Lestat being an Author Avatar (atleast later on in the series) the writing suggests that the reader is meant to empathize with him, but not necessarily approve of everything he does.
Quinn Blackwood is pretty high up there as well. Too many things go in his favor compared to the events that don't.
Complete Monster: Queen Akasha was the first vampire ever made and also the most evil, being a selfish, nihilistic predator with a desire to dominate everyone else. She orders the massacre of Maharet and Mekare's village down to the last woman and child all so that she could obtain their spirit-summoning powers for herself, has them publicly raped and humiliated before her court, and finally sentences them to be mutilated and burned because she unfairly blamed them for the accident that turned her and her husband King Enkil into the Mother and Father. It is worse in modern times, as she plans to execute almost every human male in the world in order to set up a paradise over which she will rule over as a goddess, flying around the globe and hypnotizing hundreds of women at a time into committing these murders while she watches. She massacres most of the vampires in the world and threatens to do the same to the lone survivors if they refuse to join her New World Order. She even drains her husband to death to take his powers and have Lestat as her new mate. Among the actions of countless morally gray characters that appear within The Chronicles, her crimes are a stark contrast that make it all the more apparent.
Evil Is Sexy: Already there in the novel but especially the movies.
HoYay: Stomps all over the line between subtext and text; the only thing that precludes the many intense romances between male vampires from being canonically sexual is the fact that the transformation from humanity renders sex obsolete, as killing becomes the height of achievable pleasure. However, that doesn't stop the pairings from being deeply romantic and erotic.
Jerkass Woobie: Lestat— for all the terrible things he's done, you have to sympathize with him for being turned against his will. And while he's largely to blame for the Humiliation Conga that begins when Claudia attacks him, it's still pretty intense.
Armand. He spent centuries as a torturer for the world's creepiest Church Militant, but that might not have happened if he hadn't been kidnapped, raped, and tricked into eating his last friend.
Magnificent Bastard: Lestat, predominantly. Marius, Armand, Akasha and Marahet qualify as well.
Narm Charm: The ridiculously lavish dimensions of a text can actually work to the advantage of the novel. This could be due to one of three reasons: 1) the writing itself is actually good quality, 2) it works to illustrate how hedonistic and sensual Lestat's Point of View is, or 3) it's a triumphant example of So Bad, It's Good. Personal preference determines where and if it crosses the line.
Sequelitis: The first three novels in the series are universally beloved in the fandom. Your milage of what comes after may vary, though all of her works have their supporters, with the possible exception of Blood Canticle.
Woobie: Louis, most obviously. David and Jessie, too, neither of them having had any choice in being turned.