I once speculated that Mengsk was Amon or serving Amon as well, based on WoL. He appeared to be pulling everyone's strings the whole time.
Tychus appeared to have been given orders to kill Kerrigan when he was released. But how would Mengsk know that Tychus would get that chance, unless he was in on the whole artifact thing going on? And if he knows all about the artifact, which was apparently used to resurrect Amon, then maybe he was working for Amon in some way. Compound this with the fact that he is clearly building hybrids, and Mengsk becomes a major suspect in Amon's conspiracy.
Yet Narud could have been directing everyone in WoL, including Mengsk.
There was a lore panel a while back in which the writers seemed to suggest that Mengsk didn't know that Tychus would get the chance to kill Kerrigan - he had Tychus working as a general-purpose spy and gave him his orders to kill Kerrigan only when the opportunity arose, not before. That was right after one of the writers said something along the lines of, "Uh oh, I think this is a plot hole."
The writers also said at one point, "Someone at the Dominion knows what they're doing." They could be talking about Narud, of course, but maybe not.
So it is still possible that Mengsk knew quite a bit about what was going on with Amon, but since he was killed (at least he appeared to be killed), it seems unlikely right now. I only wish he had said more before he was killed.
As for "I made you into a monster," I have also asked that question, and the usual answer is that he did make her into a monster - by leaving her on Tarsonis and/or training her to be a killer, not by actually making the Queen of Blades.
Edited by Torloch on 5/14/2013 5:05 PM PDT