If we were always given the choice between the good and bad; our life would be a lot easier. But life is a mixed bag. In most cases, the choice isn't between black and white but between various shades of gray. In the face of such a dilemma, choosing a lighter shade of gray is most often the right choice, the one that the wise usually make.
Amr Ibn al-As (may Allah have mercy on him) said: "A truly intelligent person is not one who knows the good from the evil, but one who knows the better of the two evils."
قَالَ عَمْرُو بْنُ الْعَاصِ: لَيْسَ الْعَاقِلُ الَّذِي يَعْرِفُ الْخَيْرَ مِنَ الشَّرِّ وَلَكِنَّهُ الَّذِي يَعْرِفُ خَيْرَ الشَّرَّيْنِ. (الإشراف في منازل الأشراف لابن أبي الدنيا)