The good guy should lose sometimes, it makes for a better story, if you ask me.
I tend to lean away from stories with set good/bad guys, they're usually more interesting. Because alot of the time the line between good and bad is really, really hard to see.
Ignoring that.
I mean, really, if the good guy always won, then the HO would never work... But then, nothing else would either, and we'd all be flying planes with more armor than an IL2, made out of plotanium and diamond. And be firing peas from out guns. (And the Zero would STILL catch fire, and P-38 pilots would STILL get Pilot wounds.)