Just to add to my response a bit. In previous living campaigns there were mods where you literally had to choose between a devil and a demon. In other cases, you had to agree to do something morally questionable, borderline evil. If you didn't the mod was over in 15 minutes, no XP, no gold or any other rewards. We (my wife and I, several friends we played with on a regular basis) hated it.
I don't do that to my players. It's a game, I want them to have the option to be heroes. Will there be dilemas of how to overcome obstacles or tough choices to make? Of course. It will never be a choice between a demon and a devil. I will never put PCs into a situation where the only option is an evil act. One of the options? The easiest, least risky option? Sure. The only option? Never.