Sketches: Grinning Demon - See the development of the art of Ol' Grinny.
Sketches: Havoc Demon - Check out how the look of the Thomas Baxa demon came to be.
And now let's add to the list -- here's a new demonic tidbit for today.
Mirrodin Demon Horns
Although they were painted by three different artists, the look of demon horns in Mirrodin block is very consistent. Compare the jagged, curving horns of Reiver Demon, the Promise of Power token card, and of course, Demon's Horn: