I don't enjoy putting my characters through hell. It's actually a little upsetting at times for me, depending on how much hell.
The lead in Eternal Knights, Kathryn "Artemis" Kennedy, is in many ways a self-insert for the roughly 14 years I spent dealing with chronic severe depression (and her issues are further inspired by wife's even worse issues with the same) -- so, of course, Kathryn deals with depression and suicidal ideation, as well as loss of loved ones and other life events that fuel these dark feelings. When I first created the character, none of this was attached to her, and, well, she was rather pointless, honestly. It is this emotional struggle that is now at the core of what makes her an interesting character.
Another main character in my comic, Erica, has a horrible, HORRIBLE ordeal coming up a few years down the line. It made me sick when I thought of it; I actually had to get up and pace halfway through writing it down. I thought about discarding the idea of her upcoming ordeal entirely, but it is the logical and emotionally satisfying midpoint crisis for the character.
In general, clean-cut "wins" are fairly boring. I mean, they feel good, sure, but, for example (and to my taste), most the best Star Trek, Buffy, and NCIS (and etc.) episodes end on a mostly-bitter bittersweet note, or entirely bitter note. It's more emotionally charged, it cuts deeper to the core of the protagonists, and it feels more real -- making it worth it, even when it's absolutely heartbreaking (I recently rewatched STNG's "The Offspring" for like the 12th time, and I still almost cried when Lal said "Thank you for my life").
Sometimes a straight-up win can be good in fiction, but I've rarely had a win in my life A. at all, and B. without a truckload of soul-crushing asterisks. And they do say "write what you know"...