For actual stats (!), you could use Aspects of Archdevils and Demon Princes from the D&D Miniatures Handbook (10 HD versions of them for use on the material plane, each of which represents one specific aspect of the original's portfolio---different aspects exist for poison, spiders, drow for Lolth, for example).
The Book of Vile Darkness is one place to start, as is The Tome of Horrors (all the 1st Edition D&D demons, daemons and devils are in it). A better source, IMO, is The Book of Fiends (new from Green Ronin, which updates Armies of the Abyss, Legions of Hell for 3.5e, and presents Hordes of Gehenna for the first time). The daemons of Gehenna in this book embody the seven deadly sins and thus are a significant departure from standard D&D's version. Demon lords and the daily obesiences that must be performed by their worshipers are covered, as well as details of their religion and motives. Excellent stuff.
A novel (pardon the pun) example of relationships between demon lords and mortal sorcerers is the renegade Stygian necromancer Amanar and his demon-god, Morath-Aminee, Eater of Souls (and rival of Set) in Robert Jordan's CONAN THE INVINCIBLE (they have "discussions" and sacrifices are detailed). Amanar is pretending to be the demon-god's high priest in exchange for magical power, but the demon-god is using him to regain its lost power (stripped long ago by Set) and plans on disposing of the necromancer at the first opportunity.
Other Robert Jordan books with similar examples are Conan The Victorious (Vendhyan sorcerer and his bound demon), Conan The Unconquered (Hyrkanian sorcerer/cult leader and "The Power" aka "Holy Chaos").