If David lived a life of complete agony, Saul's well defined endless pain. Chosen as King when he did not wish it, compelled to fight battle after battle against God's enemies, having been willing to sacrifice his son for breaking the command he gave that they must fast that day (does this show how much he valued God?) while nonetheless angrily shouting at that son because he defied his father and weakened his claim to the monarchy, and what is worst, knowing that he walked to his death, entering that battle doomed and knowing his sons, too, were doomed...having lied to them that they would live (as Samuel only appeared to him, and no one else), having had the spirit of God depart from him and the spirit of darkness settle on him...his life was in many ways cursed. The dark depression caused by this spirit of madness and unhappiness that haunted him creates one of the most fascinating, complex, and intriguing characters in Tanakh. Ecclesiastes and Samuel have always been my favorite sefarim for this reason.
There's a television show I watch that is a modern-day version of the Book of Shmuel (with obvious twists, tweaks and departures from the biblical story) that is nonetheless brilliantly done. It helped me understand better Saul's character and his descent into madness. The episode entitled 'The Sabbath Queen' was brilliantly moving in that way; Saul never seemed as real to me as he does now. (Warning: This TV show is by no means for everybody, especially not those who have not spent time studying the actual book of Shmuel and could easily be confused between what happens and does not happen in Shmuel's account. It is also not for those who cannot bear with scholarly conjecture, and thus, departures from the Judaic approach.)
Perhaps one of the (many fascinating) ideas presented within this episode was the Angel of Death's depiction as a woman. I have never thought of the Angel of Death as posessing the sadistic, cruel grace of a woman in manipulating, torturing and otherwise killing her prey. The Jewish approach has him as being more of a straightforward character; he comes and collects souls as that is his job- but does not take pleasure in the pain of others. Also interesting, they equated the Angel of Death with the dark spirit that rested upon Saul. Now I am curious to see whether any traditional commentary defines the ruach ra'ah that afflicts him as synonymous with Satan.