Devil's, Demons and etc.
Which is cooler? Interesting like who ran a better country, Hitler, Stalin or Mussolini. The campaign you run and/or the style of player you are.
I tend to enjoy the 'thinking' type, like devils over the more in-your-face demons.
That said, I have added/used the NE planes-Hades, Gahena, et' al. and have used a monster from an old edition of the Dragon called Avari- a race of intelligent bat creatures of NE alignment. The mezzo and nycodaemnons of the Drow series have also elicited my imagination for hwo coniving is any race that is able to play devils and demons off against each other and profit at the same time. I must also admit to being frustate das to not being able to find any 3.5 info on them, I know thye are now called Ultroloths but I also remeber some other info on some NE lords, like Bubonicus, etc.
I tend to us edevils and devil cults as backgrops and plot encounters/twits. Why? Because they have the Puss-n-boots philosphy. He who runs, lives to corrupt another day.