Imo Gloriosus steals the show.

Most boastful, egotistical, characters use bragadiccio to mask their basic insecurities Not THIS guy. He believes his own press clippings. For example when he is informed that the virgin died under the strain of seeing him from the rooftop in all his magnificence, he has no trouble at all accepting this. He is used to everyone groveling and cringing in his presence, and no amout of obsequious deference appears to unseemly to him. He EXPECTS it. We have this exchange: Miles Gloriosus: What is she like?
Pseudolus: A face so fair, a heart so pure - Sir, if you had been born a woman, you would have been she!
Miles Gloriosus: As magnificent as that?
At the same time, he is impervious to sarcasm or subtle disrespect. When Psuedolus, who is trying get rid of him saying: "Why torture yourself, just leave." He, without missing a beat, intones: "Second dirge".

I love the song wherin he describes that there are "cities to burn, people to kill, and women to defile." Additionally, all his threats are issued in that wonderful basso profundo voice that somehow removes the peril from the most dire menace and adds a certain elegance to what could have been crude malice and intimidation. Miles Gloriosus: "You, slave, will be torn apart by horses, to the plaudits of the troops and the amusement of the children." and "Have the entire neighborhood put to the sword!" He gets such enjoyment from his power and his ability to instill abject terror, that he becomes a most likeable and endearing villian. He has a fearsome reputation, ("He raped Thrace, thrice.") But he never follows through on any of the threats he makes during the show. That's why you don't mind the "I get the twins...They get the best!" outcome for the character. The other characters may FEAR him, but they don't seem to HATE him.