Serial killers are, contrary to movies and television, incredibly rare. Still, Wikipedia lists well over a hundred convicted serial killers. In contrast, vigilantes (a la the fictional Dexter) are almost non-existent. How many can you name, besides Bernard Goetz, who was only involved in a single shoot-out?
Intuitively, it seems like there would be far more vigilantes than serial killers. Both give people an opportunity to feel important and powerful, and the thrill of unleashing violent impulses. But vigilantes get the added pleasure of playing hero, and knowing that a lot of people secretly admire them. Furthermore, you would think that there are a lot of aggressive, risk-taking, frustrated guys in law enforcement would desperately want to correct a few of "the system's mistakes" after-hours. And wait, there's more - victims and the relatives of victims who feel a need to balance the cosmic scales are another promising pool of potential vigilantes.
What's going on? My best guess is that there is a high correlation between moral virtue (as we usually understand it) and obedience to authority. Moral philosophy notwithstanding, people who care about justice also usually believe that they have an obligation to respect the law and the system. As a result, people eager to doll out justice in the name of a "higher law" are vanishingly rare.