For one thing, and unusually for the genre, he changes quite a lot over time. He's a very different person in his twenties (mild-mannered but semi-criminal and willing to undertake everyone else's adventures for a price) to in his forties (quieter, having undertaken some murder mysteries that actually distressed him quite a bit and also dropped the affectations of his twenties, and less easy to overlook as a fool), to in his sixties (married and settled, still doing his very ambiguous job as not-exactly-sleuth, not-quite-criminologist, but much less connected to the criminal underworld than he used to be, surprisingly happy).

For another he likes people. Which people? Just about all of them. He has been known to hang out with coppers, criminals, aristocrats, actors, romani and restauranteurs, and that's just off the top of my head. He doesn't necessarily approve of some of those... he doesn't like being an aristocrat and doesn't use his own title (or his real name for that matter), and also doesn't see why people should get to do what they like just because they happen to be a duke, but he likes several aristocrats personally. He is not always on the side of the police exactly, although he does work with them, but he likes several policemen. I think he mostly finds the police indelicate, the innocent tend to get trampled in pursuit of the guilty and they're not careful about what information they dig up can do to people. There are some crimes he doesn't like and he insists he himself does "nothing sordid" during his criminal career. He refuses to work with a blackmailer but seems to bear said blackmailer no ill-will (and does go to him for information about where a kidnapped ally might be held later).

Related to this he is quite fishy. He certainly has a moral code, but it is only vaguely related to obeying the law. He will catch murderers, mostly in order to stop them murdering even more people, and he can be paid to go after criminals, but otherwise he has nothing against criminals and is kind of a criminal himself - at least when he's younger. The first time we meet him (in the one book where he's not the protagonist) he spends most of it preventing people from being killed by a gang but what he's actually doing there is running messages for a different gang. And then in the next book he goes out of his way to get himself hired to prevent the gang he was running messages for from murdering someone. (And then in the third book he is technically hired to prevent a theft by killing the would-be-thief, but he cannot actually bring himself to kill her even when presented with the opportunity on a silver platter after she very nearly killed him.)

As a general rule he tends to approach a mystery not as a matter of crime and punishment but as a situation that needs to be untangled with the minimum of harm to the people involved.