The Abrahamic depiction of the devil was lifted wholesale from earlier myths about gods like Set, the ancient Egyptian god of darkness and disorder. The Egyptians did not believe, however, that Set was "evil", rather just a cyclical and essential part of life. The sun rises and the sun SETS. Set became one of the major archetypes for what would later in monotheistic religions be referred to as de.vil.
Im a LaVeyan Satanist, meaning I subscribe to Anton LaVey's philosophy laid out in the 60's and 70's which is very much epicurean and hedonistic. It is an atheistic ideology that focuses on embracing your humanity, indulging in pleasures, and rejecting everything about the Abrahamic religions, which are wicked ideologies that condition people to believe theyre born with something wrong with them and that the only way to fix it is to run to a fake god and beg forgiveness, and even worse than that, religion has this tendency to try and impose a universal morality on the world regardless of whether or not those that live in the world want to embrace that morality. This is why it was so easy to convince the world in the last 2000 years that there is something wrong with us because we are gay, when you see homosexuality reflected in nature in over 10,000 documented species. Nature is there and nature is going to come out the way that it does, just like we all here posses thoughts that border on what society labels as deviant, but you cannot convict a person of thought crime, regardless of how much religion wants to, and respecting people, respecting consent, is fundamental to Satanism. You dont do harm to others, unless they harm you first.
The baphomet (the horned goat) is used metaphorically in Satanism to symbolize this rejection of religion, and the pride you should take in your nature. Think of God as a machine, and de.vil is the rage against that machine. For those libertines like me that despise religion, Satanism is an ideology you probably already subscribe to and just dont know it yet. There arent rituals (at least none to be taken seriously). There is no worship of any deity. In Satanism, you worship yourself and yourself alone. There are no rulers; you are the arbiter of your own existence, and this is why I am also an anarchist because I live life freely on my own accord.
There are traditional Satanists - those that do believe there exists an actual deity named Lucifer and they worship this character. I guess if youre going to pick a god, Lucifer is the best of the gods we have because the one of Abraham has a track record that makes Hitler look like Ghandi, but again, without evidence, there is no reason to believe in any god apart from ones own willingness to believe in a god. LaVeyan Satanism is to basically say you reject religion, youre a hedonist, and you love to live life free from the constraints of what the three Abrahamic religions preach as "good" moral turpitude.
There is a lot more to it than this, but this is basically it in a nutshell.
****(I had to edit this because after posting, every mention of "devil" or something was automatically switched to "Sarah Palin". Hopefully the mods can fix that error on the website.)