Really?
Saddam may indeed think he is untouchable, but his actions don't suggest that. Anyone with as many body doubles as he has and who is more paranoid than Josef Stalin about his sleeping arrangements obviously has some concerns about his own mortality.
He may think he can cower us into submission, but I have a hard time believing that even a raving psychotic like Saddam would think we aren't going to get him sooner or later.
He may be crazy, but he's not stupid.