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The subject of serial killers fascinates me too, but I could never recall any instance where I'd read if the killer in question was more intelligent than the average.
I've read quite a few books on the subject too, though I'm more into the story of the killer, how they killed their victims etc and how they were caught in the end etc.
One of my favourite stories is called 'The Girl in the Box', which isn't actually about a serial killer, but about a chap and his wife who kidnap a hitchiker girl in the 70's and keep her in a coffin like box under their bed for years. She was allowed out for an hour or so a day until eventually she had been brainwashed by them to such an extent that she was free to do what she wanted (go to the shop etc.), yet she didn't make a run for it. I can't imagine ever being in a situation where I would be brainwashed like that, but you never know.