Milton's Lucifer

A British comic book writer named Mike Carey wrote a really great, long-running comic series called Lucifer that takes Milton's interpretation of the character and puts him in modern-day Los Angeles. It's a spin-off from Neil Gaiman's Sandman comic, and it eclipses it by leaps and bounds. In it, Lucifer leaves Hell and decides that he wants to open a piano bar called Lux (not joking). He's constantly being dragged back into battles between Heaven and Hell, although hereally just doesn't want to get involved.

Carey's writing is pretty faithful to the character's Miltonic origins, and Lucifer is one of the most charming bastards you'd ever read about. He's clearly painted as an antihero at best (and a straight-up villain at worst), but the book is fascinating in its explorations of free will, its protagonist's raging against what he believes to be the predestination set in place by his father.

Here's how he's portrayed on one of the book's covers:

Definitely worth checking out.