Hmmm. Ravenloft. It's "easy" to be heroic in your general fantasy setting, where you'll be rewarded with beer, gold, and willing maidens, in random order. In a dark setting, however, things are much, much harder.
For starters, the choices you make will never be black or white, therefore your motives will be more important. To keep your morality,your sense of right and wrong, your character needs to be very developped. Corruption, and the struggle against it, is what matters most. Personally, this is my favorite kind of game, even if it goes horribly wrong at the end.
According to my players, my games allways turn out that way, aaah well, they'll live.
As a last note, one of the powergamers I know once talked about how "he and his group killed Strahd in their ravenloft campaign"..... Where's the fun in that?