The poet was certainly on the side of the angels. But despite John Milton's best efforts, the most memorable character in the story--the one who fascinates you--isn't Adam or Eve or the Messiah. It's the Devil--the fallen angel--who says, "Better to reign in Hell than serve in Heaven."
In another classic, Moby Dick, it's hard to decide whether Captain Ahab is a hero or a villain. Driven by pride to rebel against Fate, against God--in the monstrous form of the White Whale--Ahab seems to be saying, "Better to reign on the Pequod than serve in Heaven." And isn't he the most fascinating character in the book? (Unless you're really into whales.)
The fact is, most of us aren't heroes. Morality is a complicated day-to-day struggle. Albert Camus depicted this struggle as the "Myth of Sisyphus." Like that greedy king in Hades, we can never permanently push the boulder of morality to the top of the hill, but the attempt itself gives meaning to our lives.