Jimmy Page's lost soundtrack for Kenneth Anger's Lucifer Rising is worth checking out on a Saturday night (scroll down to the middle of the page to hear it). Droning and dark, it might have fit the completed film (NSFW) quite well if Anger hadn't fired Page before he finished the tracks. Anger, the legendary avant garde filmmaker and gossip, replaced Page with former Charles Manson associate and convicted killer Bobby Beausolei, who recorded the official soundtrack with a group of fellow prisoners called The Freedom Orchestra.
The Dictionnaire Infernal. Tired of the same old devil costume each Halloween? Why not go as Bael, Asmodeus or Gaap? Written and (wickedly) illustrated during the 1800s, the Dictionaire (annoying sound warning) has the demon you need. Of course, there are other resources. If you have a hard time choosing, try your birth month's demon.