Heath Ledger
Explanation:
Most clues refer to his movie roles.
I was a knight, and a jester,
William Thatcher in Knight's Tale
The Joker in Dark Knight
and I created a king for my modest friend,
Created the King Rat music video for the band Modest Mouse (Thanks to Chris Cudmore)
but I was never able to guide the queen..
From Wikipedia: "He was working with Scottish screenwriter and producer Allan Scott on an adaptation of the 1983 novel The Queen's Gambit by Walter Tevis, which would have been his first feature film as a director."
One time I told you of things that I greatly dislike
on the fingers of both hands.
Patrick Verona in 10 Things I Hate About You
On another, the tales of the monsters, so grim.
Jacob Grimm in The Brothers Grimm
Alas, though my stories ended abruptly,
I am remembered -
Died in 2008 at the age of 28 at the height of his stardom.