Mules are awesome, and are actually preferable to horses on several counts. Generally, mules can exist on lesser food and won't eat themselves to death like a horse will, their feet are usually very good, they are sure-footed, they think about things instead of just bolting like a horse does and they are sturdier and more heat-resistant. You do have to convince them to do something--partner with them, if you will--instead of just telling them like you would a horse. A mule's self-preservation drive is high and they are very intelligent, which some people say is "stubbornness."
That donkey is amazing! I have seen big mammoths, but he takes the cake! Our donk is a large standard (just under mammoth height), but he has the personality of any six horses. Everyone should have a donkey! Meredith Hodges of Lucky Three Ranch events on her donkey and trains mules for dressage and other disciplines and does a very nice job. She has a series of mule- and donkey-training guides that may be helpful to you.