Are you sure you know everything about Tyrion Lannister? If you haven't read all the books (yet), you can check Game of Thrones Wiki (based on the aired episodes of the TV-show): http://gameofthrones.wikia.com/wiki/Tyrion_Lannister
Nick Rivera has created a presentation on Personality Analysis: Tyrion Lannister. You can find it on Prezi: http://prezi.com/qdrsur95ohjj/personality-analysis-tyrion-lannister/
CG David's character study is focused on the relationship between Tyrion and Tywin: Not the son Tywin Lannister needs, but the son Tywin Lannister deserves: http://comparativegeeks.wordpress.com/2013/03/22/a-character-study-of-tyrion-lannister/
The third article, Two Sides of the Same Lannister Coin, offers a comparison between Jaime and Tyrion: http://ordinary-gentlemen.com/blog/2011/08/15/two-sides-of-the-same-lannister-coin
What does make Tyrion fascinating in your opinion?
Your comments are welcome.