Moral dilemmas for your protagonist (or another character) are one of the awesomest things you can do in fiction. There's little I love better than seeing an interesting character forced to make a tough choice. If done well, this can be incredibly satisfying. Here are a few of the things to consider when designing one:

  1. Make sure the choice is between two good things or two bad things, and not simply between good and evil. Although do-the-right-thing-or-don't situations can also be interesting if the protagonist is on the border, they aren't "moral dilemmas". A choice like "save the innocent person or win yourself a new gaming console" is not interesting if the character making the choice is firmly good or evil, since we know what they'll pick. "Save someone or heal a blind person" (save a life or make a life better) is a much more interesting choice, although you can improve it further with the next point.

  2. If the answer seems obvious, adjust the numbers to make it a tougher call. So instead of saving someone or healing a blind person, in which almost everyone would choose the former because being blind is almost indisputibly better than being dead, make it "save someone or heal three blind people" or maybe ten, or however many you think places it just on the border. That's a much better dilemma. But you can still make it better.

  3. At least if you plan to do anything at all with the hero feeling ashamed (which is one of the best things about moral dilemmas), choosing between two evils is more interesting than choosing between two goods. So an even better dilemma would be "kill someone or make x people blind".