"I: the Creation of a Serial Killer" might interest you. It's partly first person accounts of the guy's killings, partly a biography by the guy listed as the author. The first person parts are pretty intense.
http://www.amazon.com/Creation-Serial-Killer-Jack-Olsen/dp/0312983840/ref=sr_1_1?s=books&ie=UTF8&qid=1297966013&sr=1-1