My players have encountered Orcus, but only because I ran them through a
Dungeon adventure
that featured a relic that grabbed up the souls of the recent dead and hijacked them to the Abyss. When the PCs went to go put it out of action, they failed - miserably. As in TPK. So, rather than start a new campaign from scratch, I had them "wake up" in the Abyss with no memories of their former lives, having been told that Orcus wiped their memories after a failed attempt to usurp him. (I even renamed the PCS: Justaine became "Germtongue," Veridian became "Vilechild," etc.) He kindly offered them a chance to redeem themselves in his eyes by performing a series of missions for him, after which time he would "restore" them to their former "demonic glory." Fortunately, after about three successful missions they regained their normal memories, managed to get themselves resurrected on the Prime Material Plane, and have spent most of their time trying to undo the things they did when they were "dead" and thinking themselves demons.
The players had a lot of fun being evil for awhile, and right now they're under constant attack by their NPC druid's former awakened dire wolf animal companion. Neither he nor the NPC druid escaped from Orcus' sway, and they're still working for him. The dire wolf, now renamed Karkass, has been remade into a mohrg dire wolf and has been tracking the PCs for weeks now. He shows up (usually leading a pack of winter wolves or similar creatures), attacks the PCs, they kill him, and he reforms on the Abyss, where Orcus just makes him slightly more powerful and sends him out again the following day....
Other than Orcus, though, I haven't used any of the Demon Lords. I hadn't planned on using Orcus, either - it just turned out that way.
Johnathan