I read the Divine Comedy years ago (in an annotated version so I would know who was who, although constantly looking at footnotes kind of wrecks the flow). Inferno is definitely the most interesting and I bet it was a lot of fun to write - if you are a writer what better use for your writing skills than to devise eternal torments for your enemies? I would think that it would also be difficult to find a really interesting way to describe Paradise. The whole thing is quite a work of imagination and to write it in verse is quite an achievement.
I am certainly going to look for The Dante Club.