Is it normal that i choose dificult friends?

I have always found that people i am really close with tend to be.. challenging..They always have a way of upsetting me. And their backgrounds usually arent perfect. But i still really like them. I like a challange? The problems is they always leave me when they get bord of me (or thats what it seems like). I.E they dump me when someone better comes along and then depening on if their friendship works with them or not come back to me, or sometimes not. I dont know if its me that scares them away or just the fact that they usually have a big character, the sort that wants to be in charge a lot of the time.