He's not meant to be a 'good character', he is just meant to be able to kill anything.
And of course it's hard to comment on things that you don't know about. I can imagine Saint of Killers being done well, but the chances are that it's not that good character. It's hard to create really, really überpowerful characters and still keep them interesting. Pre-Crisis Superman is one good example of this.
hey release him because he's the only one that can kill Genesis, which is greater than God and the Devil, because God is the highest representation of good, the devil is the highest representation of evil, but Genesis is composed of both. Which just so happens to be bonded with Jesse.
I'm not a Christian and I really don't even like Christianity (everyone has the right to like it though), but still religious characters have always tempted me for some strange reason. Maybe it's the fanaticism they tend to summon when necessary.
Edit: Wow, that was so totally off-topic...