Being the avatar has its fair share of hardships and stress, but I would like to argue that Zuko had a much harder life. Zuko had to tread the line of right and wrong regularly especially without much external support. For him, it was about being torn to choose his destiny. Aang on the other hand had his destiny set for him in a fateful way. His destiny was to end the 100 year war and it was quite clear as soon as he emerged from the iceburg, Aang did not have to face the moral dilemas on the same scale that Zuko did. For these reasons, I believe Zuko had a much harder role to play in A-TLA.