I think Stephen Graham's best role was as Al Capone in "Boardwalk empire", and yes, he is one hell of a bad guy. I was disappointed he was killed off so quickly, though the surprise he must have felt: "You dont have the balls, boy --- ARRRGHH! Guess you do!"
I know what you mean about Rocksavage's character, but I kind of expected more. Sure, good intentions lead to bad actions, but we all know that. I thought maybe (and of course I haven't seen the end yet) he might be forced into some decision, maybe to do with his girlfriend, I don't know, choose good over evil, if you can imagine such an outdated concept?
The killing of his mate was shocking and a good twist, the catalyst to set Rocksavage on his way to "the dark side", but in fairness, originally he had no choice: it's not like Graham offered to surrender and he just cut him down. It was kill or be killed. I liked the way the other "funny tough guy" became such a wimp as he realised he was going to be killed, but unless I'm very wrong it's easy to guess where this is all going to end.
Sorry but I don't read crime fiction, so can't help you out there. As for drama, well, I always found "Taggart" (the originals) gritty and realistic, and the first season of "Dark blue" was really, er, dark, though it got a bit more fluffy when Tricia Helfer joined. I do like her, but the "grey area" they were working in became more defined in season 2 and the whole thing took on a lighter tone, which sort of ruined it for me. Another good one is "Underbelly", an Australian crime drama based on true events which took place in Melbourne in the 80s.