Well, do you want your greco-roman mythos to be demonized by Christianity or to work in conjunction with Christianity?
Personally... I'd go with Dante. Just literally a brilliant guy. By reading The Divine Comedy, it's apparent the guy is as proud and arrogant as can be-- but sometimes there's a reason.
Milton is just as arrogant... His portrayal of Satan is a pretty interesting read. I think you can still get the Signet series of Paradise Lost and Paradise Regained for like 8 bucks... Don't hold me to that, I bought my copy in Clinton's first term, so who knows.
Dante is probably the more challenging of the two (depending on the translation, of course)-- Milton was way easier after sifting through Dante for a few months. It's really just a personal choice. Read some summaries online and reviews on amazon, see which one appeals more strongly to you.
Eh, on second thought-- get them both.
Happy reading.
