Well, some stories are silly, some are heroic, and some are tragic. You probably don't want too much in the way of silly quests, but here's some suggestions for heroic/tragic quests (some have elements of both heroism and tragedy).
Persephone and Hades: Hermes, god of messengers and other face-types, tries to rescue the goddess of spring from the lord of the dead, but has to end up making a compromise.
Prometheus: This Titan steals fire from the gods for the sake of mankind, and ends up personally suffering for it.
Orpheus: The son of the Muse Calliope uses his beautiful singing voice to try and convince Hades to let his wife Euridyce come back from the dead, but ends up losing her due to his lack of faith.
Cadmus: Cadmus fails to find his kidnapped sister Europa, but ends up killing a dragon and founding the city of Thebes instead. Proof that the Gods never close a door without opening a window.
Perseus and the Gorgon: In this excellent quest, Perseus needed both brains and brawn to slay the foul Medusa. Perseus also manages to rescue his mom from an evil king, kill a sea monster, and bag a hot wife into the bargain.
Heracles/Hercules: After going nuts and killing his wife and children, Heracles is forced to do a bunch of quests for his wimpy cousin, the King of Mycenae, in order to atone for his sins.
Theseus: This prince of Athens goes in the scary Labyrinth and fights the Minotaur.
Oedipus: Oedipus is clever enough to figure out the riddle of the Sphinx, but he can't escape his horrible fate. You may remember Oedipus from the Complex of the same name.
Jason and the Golden Fleece: Jason quests to get the Golden Fleece. Kinda like the Odyssey, but different.
Another good classical tale that unfortunately isn't in D'Aulaires (it's Roman, not Greek) is
Cupid and Psyche. This myth is nice if you're designing a quest for a female character, but can be made to work for a male if you switch the genders around.