Know the market. Every writer I respect is a reader first and foremost, and to try and write without reading widely is nonsensical. The reader has got to want to get in the car with him and trust him but still not know where the car is going to go.
The aim is to get the reader, despite their higher self, siding with your psychopath e. You go where angels fear to tread. This is where the hero and antagonist battle over the high stakes a thriller demands. Want to up the tension? You mean, in doing evil things?
How much more chilling is the bad guy who has a strong argument for his actions, or who even engenders a bit of sympathy? Then choose the best one.