I'm currently in the middle of a book series called the Riyria Revelations by Michael J. Sullivan and one of the main characters is a former mercenary, the other is a former assassin for a famous thieves guild. Now they're both freelance thieves-for-hire. So far, I love this series!
It seems to me that a pretty hefty percentage of the books I read have either an anti-hero or someone who isn't really good or of dubious moral value but ends up helping out in some way shape or form. Usually they end up as some of my favorite character of the series or novel.

Examples Being:
Royce and Hadrian of the above mentioned series
Artemis Entreri in the Drizzt books by R.A. Salvadore
Shadow Harold in the Chronicles of Siala by Alexey Pehov
Yassen Gregorovich in the Alex Rider novels by Anthony Horowitz
Fief Lord Nightshade in The Chronicles of Elantra by Michelle Sagara
Jimmy the Hand in the Legends of the Riftwars series by Raymond E. Feist

If you have read any books that involve similar characters that you adore, please post them here and let me know so I can adore them too! If you are interested in any of the above books, I'll be glad to rant more about them!