No. Cersei isn't fun. I can't remember what season it was, but Tywin pegged her in that season when he said that she wasn't as clever as she thinks she is. At this point, she's the Mad Queen, willing to do anything and everything to gain and hold on to her power.
Second, no, I don't think she's layered. Her entire character has been a pompous, spoiled, privileged shit, willing to go to war and throw seven kingdoms into chaos just because she wanted to fuck her brother. I don't much care for Jamie either, but HE'S the one who has some nuance. He's not into cruelty for the sake of it, tries to save lives when he can, bore the title of Kingslayer because he saved all of King's Landing, saved Tyrion and treated him like an actual person, ect. As I said before, I feel like there's going to be a moment where she's gonna betray Jamie too, because in the end, she only cares for herself. She even proved that last season. She claims to love her children, but it was more important for her to consolidate her power and have her rivals defeated than it was for her to just back off and let Tommen be happy. She's directly responsible for his suicide. She's the worst.
THAT BEING SAID:
The fact that I despise her so much shows how well Lena Heady is doing with her. She's one of the best bad guys; one you don't (or at least I don't) sympathize with and want to see her fall. I wanted Arya to kill her, but now she's going back to Winterfell. Hopefully something horrid doesn't happen to her on the way.
Also, I heard the word "books" in that video and immediately closed it.