Demons are the ultimate evil creature, just below Gods in most mythologies and literary traditions, considered Gods in others. In most tales they are from another plane of reality, Hell, Hades, Chaos, you name it. They are normally very hard to kill, and in many cases killing a Demon only rids the world of its physical body. The spirit goes back to its home, to manifest again in physical form, and, like cocking a gun, preparing itself for a return. Demons shouldn’t be confused with Daemons, which in Greek mythology were spirits of nature, neither good nor bad, but holy hell on whoever pissed them off.
The first Demons I was truly familiar with were those of Robert E Howard in his Conan and Kull tales. Demons were summoned by wizards, who were invariably evil, and were almost always priests. They ranged from pig face creatures dispatched with fair ease by strong thewed barbarians with broadswords, to dark Gods like Set. They were always described as coming from the Pit, which brought up images of a dark and slimy place where horrendous creatures crawled over each other, waiting for the chance to get out and tear out a throat or two. Or they were described as coming from the Outer Dark, from the cold of interstellar space. Whatever place they came from, it wasn’t from around these here parts. Most were summoned to an altar, or a prepared area, though Thoth Amon had a ring that allowed him to summon the next Demon in the queue to wherever he happened to be.
Demons from the Bible were fallen angels, and their home was hell. They were not capable of being destroyed, the best that could be hoped for was a exorcism and the casting out of whoever they happened to inhabit at the moment. Fallen angel movies seem to be popular at this time, and Satan is the ultimate fallen angel. In Dungeons and Dragons Demons come from a variety of places, and each place is a realm of its own. Humans can sometimes visit those realms, for treasure, magical devices or some such. Getting trapped there is a really bad idea, because you are suddenly the target of every demon in the place, all wanting to get some measure of torment from the unlucky mortal who was left behind.
Whatever their form demons are bad business. They promise the world and then try to find a way to screw the deal. Stories of people trying to deal with Satan proliferate modern fantasy and horror, and have one primary moral. Don’t do it. You will not get a good deal from Satan, or any other demon of fact or fiction for that matter. This is doubly true with those Demons of fantasy. Cheating is the name of the game, and the Demon is always waiting for the summoner to make a mistake or to lower their guard.
I use Demons in my Refuge series. Both the common summoned creature from the nether worlds that can be set onto the goodly enemy, or just the person who happens to piss the summoner off. And the angel or fallen angel that is close to the God it is aligned with. In Doppelganger I introduced another purpose for Demons. They are summoned and lodged in the bodies of normal humanoids to make their way through security. At the proper moment they burst free of their human bonds, to the great detriment of their host, and march forth to cause confusion and destruction. These are terrorist demons, and they can cause a lot of damage before they are finally brought down. But just like the suicidal tools of modern terrorist organizations they are expendable. After all, where there is one Demon there are sure to be others.

An excerpt from Doppelganger showing the above Demon:

Men fought and died in the subway station underneath the great building. Guardsmen and police fought in close quarters with swords and maces. Steam pistols phutted their songs of death, then were dropped as no time was given for the laborious process of reloading. The Imperial forces were beginning to gain to upper hand, given their superior armor, weapons, training and numbers, as well as their desperation to get through this screening force and get to the side of the Empress who had been ripped from them.

At first all ignored the lone elf that stumbled from a side tunnel and into the fray. He visibly trembled with some internal struggle. His eyes were fixed ahead. Those who were his friends knew who he was and what he was about. Those who were his enemies thought him an innocent bystander. Until he blew apart in a spray of blood and flesh, and the demon he had been carrying burst forth into the world.

“Look out,” yelled a soldier who made to shy away from the great horned form while trying to use his sword for a block of the huge taloned hand that flew toward him. Unsuccessful in both respects, the soldier died on his feet, head ripped from his body.
Newly arrived soldiers and Imperial Secret Service Agents came down the stairs in time to see the first killing. Pellets from steam rifles plowed into the huge red body of the demon, rocking it with their multiple impacts. A bolt of fire struck it in the chest, absorbed into its body like water into a sponge. Secret Service warpriests threw spells as well, to no avail.
The demon wreaked a terrible slaughter on soldiers and cops, leaving a trail of bodies as it took their life force and added to its power. Brave men broke and ran, to be caught from behind and torn asunder. Those very courageous strode in to strike the creature with their weapons, causing visible damage that didn’t seem to bother the monster in the least.

“Make way for the SWAAM Team” yelled an authoritative voice as a handful of armored figures came down the stairs, followed by priests and mages in fancy robes. Special Weapons, Armor and Magic, the elite of the Imperial City Police, this kind of creature fell into their purview.

A warrior in glowing armor ran forward, his two-handed sword swinging toward the creature. The demon raised an arm to block the blow, then roared in agony as the blade sliced through its flesh and bone, the scaly forearm falling to the floor. Bolts of power struck the head and chest of the monster, vaporizing large swathes of flesh and muscle. And then the demon was down, breath rattling hollowly through its dying lungs. It shuddered and lay still, before quickly dissolving into the floor of the subway chamber, leaving behind only its awful residue to show that it had ever existed, and the bodies of its victims.