Anyone familiar with Neil Gaiman's legendary "Sandman" books is doing themselves a disservice if they haven't picked up the "Lucifer" story. This ongoing (as of Feb 2004, anyway) series concerns the mechanations of the retired Lord of Hell as he sets his sights ever higher. Remarkable characters, plot twists, literary/historical references, and dialogue are all hallmarks of this series.
Lucifer: Inferno is the fifth trade paperback in the series, and it covers issues #29-#35. Previous titles (in ascending order) are "Sandman Presents: Lucifer," "Children and Monsters," "Daliance with the Damned," and "The Divine Comedy."
My advice? Buy 'em all. Right now. You'll save on the shipping costs.