The right thing: Is it always worth it?

Today I did what I considered to be the right thing. I know it was the right thing deep down, but now I question why doing the right thing is always the most important.
I began dating some one, doing what I thought was the right thing for me. I tried to convince myself that the feelings I had, the kind of love I had, for this person was a romantic kind of love. I have spent the last month trying to live up to that feeling I wanted to believe I had, while this person fell in love with me.
I began to rethink how I was feeling in the last week or so and then I did something I have never done in my life. I cheated. I'm not proud that I cheated, far from it. I'm ashamed that I betrayed some one's trust in me. But I'm also wise enough to know that I wasn't happy and I needed to correct my action by doing the right thing in leaving.
I did just that today, in what I thought was the right way: face to face. I am an old fashioned person at heart I suppose, I don't believe in dumping some one in by email, letter or text message. I know this from experience in being dumped via email: It is the cowards way out. Now I wish I had taken it. I never meant to hurt him, but I know my leaving him did and he was already a very vulnerable person to begin with. I tried explaining that I just didn't love him the way that he loved me, that I loved being his friend, but I just couldn't be his girlfriend. What I got was a guy crying at some moments, and cursing me at others. I take full responsibility for breaking up with him, I was the right thing to do, but I couldn't bring myself to tell him the reason was I cheated. I just couldn't bear to hurt him any more than I already had.
Which brings me to the question: Why is it that the right thing is what hurts the most? Is the right thing always worth it? Should I have stayed and hurt him worse in the future? I know for sure I would have cheated again and that is definitely not the right thing to do. The easiest thing to say is that I should never have become involved with him in the first place, but hindsight is always 20/20.
I am sorry that I cheated, I'm sorry that I hurt him, and I'm so very sorry that I ruined what could have been a good friendship because I did not listen to that little voice that tried to tell me things just weren't right.  I know time will ease it a bit, but in the end, I'm glad that I did the right thing: he deserved better.