Milk has a bit of milk sugar in it. So you get some sweetness that way.

Agave syrup is virtually pure fructose. As a sugar alternative it's ... not that great. The insulin response is fairly low, true, but the high fructose content carries its own risks.

<https://www.healthline.com/nutrition/agave-nectar-is-even-wo...>

Stevia would be a non-sugar-based sweetener, though it does have a distinctly different taste.

I'd learned to drink coffee with milk/cream, no sugar. With decent beans (Trader Joe's Bay Blend, e.g., nothing fancy) and a Moka pot that's more than sufficient.

Have you tried playing around with using the same grinder, but switching up the beans and brewing method?

I think a lot of people go espresso at home, but I do think that's an extremely difficult thing to transition to consuming black unless you're really into the hobby of it all and have adjusted. It's just really intense, which naturally blends well with the fats and sugars in dairy, especially with most espresso roasts being darker. If I personally go espresso, it's either a latte or black Americano.