If you're interested in WotC's official stats for the classic Arch-Fiends, you'll want the
Book of Vile Darkness. It uses only material from the core rulebooks and offers beings with CRs as high as 32. It is here that you'll find the "official" WotC Orcus, as well as prestige classes for some of the Demon Princes and the Lords of the Nine. It's the only place that has stats for Demogorgon (for now) and the official stats for Asmodeus.
I strongly recommend (as others have already) Green Ronin Publishing's
Armies of The Abyss,
Legions of Hell, and
Book of the Righteous. All of these offer fantastic ideas on Demon Lords and Dukes of Hell. Bear in mind that none offer stats for the Arch-Devils or Demon Princes.
Tome of Horrors reintroduces many classic Demon Lords and Dukes of Hell. A fun book for the nostalgic!
Fast Forward Entertainment's
Encyclopedia of Demons and Devils, while offering more historical conceptualizations of the various Demons and Devils, has some glitches with CR and relative strength. At least the first volume did, can't speak for the second. Tread with care.
Finally, Dicefreaks.com offers templates and stats for the denizens of Hell if you're interested in truly Epic versions of these beings.
www.dicefreaks.com