It was pretty obvious (to me) that The Caller was on the side of good. The only two people he killed are the pizza delivery guy and Leon (who I have a hard time believing is your model citizen). He does say that he felt bad about the pizza delivery guy. He doesn't kill anyone else, though I wish he would have picked off one of the hookers.
He shot Leon in the back while Leon was facing Stu. That was deliberate in the screenplay. When forensics eventually gets in there, they'd see at once that Stu didn't shoot Leon.
He terrorizes Stu and clips him in the ear, but that's about the only thing that a cocky bastard like Stu will fall in line for. He makes Stu come clean about his lies, his almost-affair, etc.
Part way through, I was beginning to think he was a supernatural being. He's an "Ends Justifies the Means" extremist. Ultimately a saviour or an angel, he's a cynical omnipotent, been around for millennia, seen it all, little patience with these stupid humans and their stupid antics. I might have been positive of that, except Stu blabs that the SWAT team have found him and are going after him. That puts a little more doubt in the supernatural being thought. He could have escaped with that much warning.
Which reminds me, in between Pirates of the Caribbean and Phone Booth, I saw Gone in Sixty Seconds (boring) and Two Weeks Notice (cute, but not as funny as I thought it would be).