Being a diagnosed sociopath myself, I really enjoy this show :]
However, I am not a violent murderer, like an above poster seems to think all sociopaths are.
A misconception that a lot of people have is that a sociopath does not have emotions. That isn't accurate. A sociopath has emotions, but they are felt to a far lesser degree than other people, and they wont ever feel any emotional connection to other people.
Fear is about self-preservation, which is one of the sociopath's primary concerns. First and foremost, outcomes are viewed as in how it affects *them*. There is no thought given to how the outcome affects other people, unless those other people are instrumental to the sociopath's well-being.
That's not to say they experience fear the same way... but it is there. It's more of a motivator than a paralyzer though.
Anger is also something that can be felt by sociopaths, though they usually get disproportionately angry for the situation. If it's something that the average person would get riled up for, a lot of the time it doesn't even bother the sociopath. But then there are cases that are seemingly insignificant that really set them off. It's because situations are viewed as in how they affect them, and the smallest indiscretion that negatively affects them will receive a much larger response than a large problem that will affect somebody else.
As for the conscience bit? That's trickier. A sociopath doesn't really have a conscience. They wont regret their actions or display remorse, but they will be bothered by having to taken unwanted actions. A true sociopath would have killed Doakes, without agonizing over it, but they would be bothered by the events leading up to having to do so. It would represent a failure on their part to predict the actions of somebody else, and they would be annoyed at being forced to act.
As you can tell, that wouldn't stem from any conscience. What they did wouldn't bother them. What would bother them is failing to play the situation better.