Another idea for a setting (maybe to be combined with the Terminator one for variety?): sorcerers as spies and demons as handlers. This idea grew out of the movies Body of lies and, to a far lesser extent, Ronin. In Body of Lies, Russel Crowe's character, Ed Hoffman and the Jordainian Intelligence Chief, Hani Salaam (played by Mark Strong), are the demons. In Ronin, Deidre and Seamus are the demons. Ed's a powerful demon, but he's a little unpredictable, and tends to do things behind his sorcerer's back, which causes all sorts of problems later. The same could be said for Hani. I may be pushing the definition a bit here, but it seemed to be a good fit...