Nope, not really: A study of over 2,600 serial killers found that they were no smarter than your everyday idiot, with an average IQ of 94.7. This makes a lot of sense when you consider how the most famous ones got caught: Charles Manson was found hiding under a sink. John Wayne Gacy voluntarily went through a Secret Service background check to get a photo taken with the First Lady, and miraculously passed it ... only to later get smashed and confess to his lawyer. The BTK killer was arrested after believing police when they said they couldn't trace a floppy disk. Jeffrey Dahmer was discovered because he left Polaroids of his murders lying around his house. Ted Bundy escaped twice, but that also means he got caught three times (stupidly on each occasion). And so on. Even Assassin's Creed players know to keep their head down after they've stabbed someone in the throat.
Maybe Dexter is more realistic than we thought.
So, how do these dopes manage to kill over and over again when so many murderers are caught on the first try? Well, most murders are committed by people the victim knows, so police can usually narrow the list of suspects down pretty quickly (it's usually people's spouses, or their butlers). Since serial killers tend to be random in their choice of victims, it makes it much harder to connect a person with the crime. Some are actually caught when they themselves start giving evidence to the police, in an effort to taunt them. Again: dopes.