I like the Midnight setting. I think it's on of the better done "dark" settings, even though it is a bit too dark for my taste - I dont think the players have any chance of making a real difference in the setting as written.
Still, having the world go to crap around you, making adventuring more than just "time to get more loot" into something along the lines of "how can we get more powerful so we can change things for the better". Kinda pointing the heroes into acting like heroes, at least in the long term.
Yeah, I'm seriously considering kicking things off with +Harley Stroh 's Tower of the Black Pearl. That adventure can certainly change the direction of a campaign right from the first session (trying to avoid spoilers, as my players do read the blog).
So, what say you? Traditional carefree adventuring or heroes in "The Dark"?