Lucifer by Mike Carey and Peter Gross

One of a number of spinoffs from Neil Gaiman's Sandman, Lucifer is Satan, the Devil, the fallen angel who defied God and was thrown from heaven to reign over hell. Except, in Sandman, he decided to leave and gave the key to Hell to Morpheus, the Sandman, resulting in the mother of all real estate rows as he interviewed prospective new owners. In the end heaven sent down two new angels to take over the job. But that aside, Lucifer is the story of what the Devil did after he abandoned hell, and he's very charistmatic, completely narcissitic and quite funny.