Lord of Humans and Demons

Looking for a Great Fantasy Story with Faction-Building, No Harem, and a Protagonist Who Isn't a Saint

I'm a longtime reader with picky tastes. Looking for fantasy with a male lead who has the bearing of a ruler, is decisive and ruthless but has principles, and is also a little funny. No womanizer, but definitely no goody-two-shoes either. He should have all kinds of skills, build his own power base, and conquer the world!