I'll take Horror any day.
However, I've yet to see a Hell adventure that really captures the "Lost in Damnation" aspect of Hell. It's always being about good guys going in, kick Devil butt and get out. If you were to do an adventure path (which I'm guessing your fishing for), I'd like to see one that starts the characters off as damned souls - or damn near it, not trying to escape, but to scrabble to the top of the heap. Initial missions might have the characters attempting to distinguish themselves from the wretched, tortured souls around them (sort of like the Troubleshooter angle in Paranoia, but with a decidedly serious tone - you become a troubleshooter by "turning in"/betraying one of your fellows, then you get sent on errands to investigate and fix issues in the nasty corners of Hell, gaining power, contacts and favors if you survive).
The middle part might have the characters promoted to corrupters, enforcers and/or arsonists on the Prime plane, performing various tasks vital to the machinations of Hell. And the characters have to content with whose planting knifes in their backs while they're away, or deal with paranoid overlords who are afraid of the characters accomplishing too much or looking too good and becoming a threat to the established order.
High level adventures would be where the characters start to plot and plan to rule Hell for themselves - and perhaps likewise face celestial opposition to their ascension (Imagine a scenario where the angels unite to back The Dark One to keep the characters from gaining to much power - fearing that once they've conquered Hell, the party may be moving on to overwhelm Heaven).
This could be an adventure trek with a LOT of inter-party plotting and politics going on. It can be paced to occur over years with the characters making bit-decisions along the way that culminate in the fruition of decades-long (if not centuries or millenium-long) plans. Boot-licking, usurpations, back-alley dealing, bargaining, assassination (character and literal), blackmail, double-dealing, spying and misinforming at every turn. Combat only occurs against outsiders to this game in Hell, or when someone woefully screws up and drops their guard too far. Think of Sopranos, Game of Thrones, Sons of Anarchy and Breaking Bad and less of Untouchables.
Basically, imagine a game of Diplomacy interspersed with brief spats of combat or adventuring in-between all the double-dealing going on.