To understand The Devil's Rejects, you need to first watch Rob Zombie's House of 1000 Corpses. Both films are heavily influenced by 1970s horror and exploitation. Each has elements of The Texas Chain Saw Massacre in them. The problem, however, is that the first film was horribly mishandled and decimated by its original studio before being picked up and released by Lionsgate. Zombie's follow-up was given its due and the results show.
My contention has always been that House is the nightmare the Firefly clan have and Rejects is what happens when they wake up. Rejects is a much more realistic film and the gritty '70s look of the film helps reinforce that idea. The characters -- mainly Otis, Baby, and Captain Spaulding -- are better developed, too. They really were cartoon characters to begin with but Zombie grounds his actors in the real world and turns them into real people. They just happen to be really bad people.
This is something horror movies do better than any other genre: we identify and even cheer for horrible people. Even knowing that Otis and his clan have murdered countless people -- including a few quite gruesomely in this film -- doesn't lessen our sympathy when they are nailed to chairs in a burning house. And when it comes to the final showdown, it is not law enforcement that gets the hero treatment, it's the known mass murderers who go nobly to certain death.
If you think about it for too long, it will mess up your head. Which is probably the idea.