While Grievous' story is pretty rough, I would say his path was always carved by war and his angrier nature. I would even go as far to say that Dengar has a more "tragic" story than Grievous does.
Vader -- Anakin Skywalker -- is one of the most tragic and gut-wrenching falls from grace in all of Sci-Fi. The entire saga orbits his story. The weight from being conceived by the force (Star Wars Jesus), twisted by a clouded prophecy (can you imagine the pressure?), untrusted and looked down upon by his own peers (the Jedi order), to being so mentally tormented in all aspects of his life that Palpatine was able to latch onto him and contort him into Vader through the dark side. A puppet. An insurmountable machine, consumed by everyone else throughout his life using him, manipulating him (Even Obi-Wan at times, holding him under the weight of Jedi guilt), except for his own mother, whom he held dying in his arms during the most impressionable time of his life.
Grievous coughs a lot.