Reddit reviews Difficult Men: Behind the Scenes of a Creative Revolution: From The Sopranos and The Wire to Ma d Men and Breaking Bad

Yep exact same. Did you read Brett Martin's 'Difficult Men' by any chance? Its a book on the golden era of tv and covers the Wire very well.
http://www.amazon.com/Difficult-Men-Creative-Revolution-Sopranos/dp/1594204195

Brett Martin calls it Difficult Men. I think you're on the nose about why these characters are appealing. I'd add that it most cases it's just been a shortcut to making a character interesting' so that a show can be one of those interesting dramas. Because it has worked in the past, difficult men shows can more easily seek an audience.

However looking at these characters as being in a psychological category may not be the best way to think about it. The way what you call sociopathy fits into the show is varied.

Breaking Bad treats it as theatrical; Walt and Gus both made a rational decisions to be bad guys and acquired a dark side after being in the business too long. Walt still sometimes has intense and very public emotional reactions to decisions he makes, how he reacts to his inaction towards Jane being the best example.

Game of Thrones is pretty good about making it clear that its most twisted characters (Joffrey, Gregor Clegane, Ramsay Snow) are the minority population of Westeros with serious social disorders. They make a consistent lifestyle out of dominating people and generally other characters see right through it and even take advantage of it, rather than being oblivious as in other TV shows. These characters are also always villains, with no ambiguity in their relationship to the audience. Many other characters are wicked but in those cases there's usually some kind of trauma in their backstory motivating them to be that way. This was the point of the scene in the first episode showing the Starks as a happy family. Everyone else is a threat to them. (Tyrion fills the archetypal difficult man role on the show.)

In Mad Men, Don hurts people all the time but his sex and alcohol addictions are treated as his moments of greatest vulnerability. So as long as you're following his character alone it always looks self-destructive.

But in seriousness, here's a story about the show's creation that blew my mind when I heard it:

Spoilers Ahead

The investigation of the first season was based heavily on a real investigation, which one of the show's creators (Ed Burns) was a part of. One of their officers was shot while carrying a wire undercover to take down a drug boss, known as Little Melvin. Kima's shooting is directly inspired by this event. David Simon also apparently covered Little Melvin's arrest for The Baltimore Sun.

But the really crazy thing is that after Little Melvin was released from prison and had found religion, he joined the cast of the show to play The Deacon.

I find that story amazing. I first read it in the book Difficult Men which also talks about shows like Breaking Bad and Mad Men, which I also love.

Ray Winstone was a top choice for McNulty along with Reilly. They also had John Hurt, Tate Donovan, Donnie Wahlberg, Guy Pierce, Josh Brolin, Tom Sizemore, Viggo Mortensen, Liev Schreiber, and David Morse lined up to play McNulty.

All of this is from Difficult Men. http://www.amazon.com/Difficult-Men-Creative-Revolution-Sopranos/dp/1594204195