Satan has always been an icon and patron of the arts. This is well known. For a researched read I recommend Flowers From Hell: A Satanic Reader and The Satanic Screen: An Illustrated Guide to the Devil in Cinema. Both are by Nikolas Schreck. I also highly recommend both his and his wife Zeena’s magnum opus, Demons of the Flesh. All three are worth purchasing in paperback form. And make sure you keep a ruler and some marker and underlining pens handy.
Anton LaVey was seemingly very impressed by The King in Yellow by Robert W. Chambers. It’s available in paperback. I read it. Can’t say I was impressed. I think that the Church of Satan recommends A Confederacy of Dunces by John Kennedy Toole. I’ve read it. It’s a beautifully written, very perverted narrative!
Finally, The F Word, edited by Jesse Sheidlower is a scholarly and ground-breaking little book that’s sure to delight, so don’t hesitate.