im thinking the chaos gods from the 40k universe would be a prety sweet option.
+pros.
orgies, drugs, violence, forbiden knowledge,
-cons.
mutation and diseases. posible posesion.
Well the way i see it is if your gona get into orgies, drugs violence and forbiden knowledge any way your almost certain to end up with a few nasty diseases.. some of the mutations look to be kinda cool so thats not to bad. and to be frank i doubt any self respecting demon would want to possess my body, especialy when im done with all the orgies, drugs, violence and forbiden knowledge ;-)