Have you looked into alignments in role playing games? I've never played RPGs myself, but I find their classification useful when I develop my characters, fitting them into a category helps me describe them better.
From your description, your character might fall into a "True Neutral", or maybe "Chaotic Neutral", you'd be a better judge of that. To quote Wikipedia (this was taken from "Dungeons and Dragons" alignment system, so I've omitted some game related things):
Neutral alignment, also referred to as True Neutral or Neutral Neutral, is called the "Undecided" or "Nature's" alignment. This alignment represents Neutral on both axes, and tends not to feel strongly towards any alignment. A farmer whose primary overriding concern is to feed his family is of this alignment. Most animals, lacking the capacity for moral judgment, are of this alignment since they are guided by instinct rather than conscious decision. Many roguish characters who play all sides to suit themselves are also of this alignment (such as a weapon merchant with no qualms selling his wares to both sides of a war for a profit).
Some Neutral characters, rather than feeling undecided, are committed to a balance between the alignments. They may see good, evil, law and chaos as simply prejudices and dangerous extremes. Mordenkainen is one such character who takes this concept to the extreme, dedicating himself to a detached philosophy of neutrality to ensure that no one alignment or power takes control of the Flanaess.
Lara Croft, Lucy Westenra from Dracula and Han Solo in his early Star Wars appearance are neutral.
Chaotic Neutral is called the "Anarchist" or "Free Spirit" alignment. A character of this alignment is an individualist who follows his or her own heart, and generally shirks rules and traditions. Although they promote the ideals of freedom, it is their own freedom that comes first. Good and Evil come second to their need to be free, and the only reliable thing about them is how totally unreliable they are. Chaotic Neutral characters are free-spirited and do not enjoy the unnecessary suffering of others, but if they join a team, it is because that team's goals happen to coincide with their own at the moment. They invariably resent taking orders and can be very selfish in their pursuit of personal goals. A Chaotic Neutral character does not have to be an aimless wanderer; they may have a specific goal in mind, but their methods of achieving that goal are often disorganized, unorthodox, or entirely unpredictable.
A subset of Chaotic Neutral is: "strongly Chaotic Neutral"; describing a character who behaves chaotically to the point of appearing insane. Characters of this type may regularly change their appearance and attitudes for the sake of change and intentionally disrupt organizations for the sole reason of disrupting a lawful institution. Characters of this type include the Xaositects from the Planescape setting, and Hennet from the third edition Player's Handbook. In Advanced Dungeons & Dragons, Chaotic Neutral was mistakenly assumed to refer to this subset.
Captain Jack Sparrow, Al Swearengen from the TV series Deadwood, and Snake Plissken from Escape from New York are Chaotic Neutral characters according to Complete Scoundrel (3.5e).
I've emphasized the spots that correspond to what you have described the character to be. Hope this at least gives you a place to start.