Well, naturally not for the second part, since "save the world/kingdom/damsel" plots are out of place in a grim'n'gritty setting.
Not without some kind of subversion, at least.
My most successful campaigns (that I get calls to revisit too, I might add, from "happy, colorful prefering players" have all been gritty and dark. Sure, I'm not necessarily killing PCs right and left, but I sure am screwing them over every chance I get.
The secret is twofold I think. 1) Mature players who recognize that bad things happening to their characters does not equal bad things happening to them personally. After all, characters going through hard times are what makes fiction of all kinds entertaining, and 2) an awareness by the GM that this has to be fun for the players. Simply giving them the finger because by golly you're the DM and they're the players will suck for everyone.
So what do I mean by gritty, then? My campaigns feature a lot of betrayal. Hardly anyone can be trusted. The PCs are often faced with choosing the lesser of two evils. The PCs often are not themselves the lesser of two evils; I don't really use alignment, but if I did, I've had plenty of PCs that would fairly have to be called pretty darn evil. Motivations and personalities are shady at best. Wizards aren't kindly old helpers like Gandalf, they're power-grabbing bastards like Thoth-Amon. Traffic with demons is par for the course. Assassination, exploitation, slavery and human sacrifice are common. PCs get cursed and the curses stick with them for lengthy periods of time.
:shrug: Like I said, my experience is that players love that kind of stuff.