Lucifer
In the Christian religion, Lucifer (also known as Lucifer Morningstar) was the first of God's creations- the first angel, and his favorite. After creating Heaven and the Earth, Lucifer's pride grew, and he became dissatisfied with following God. He wanted to bring about a new era with himself on Heaven's throne. Lucifer rebelled against God, with the support of many angels. However, Lucifer was overcome, and God banished him and his followers from Heaven.
Lucifer fell for a long time, until he landed in Hell, and made it his domain. Since conquering Hell, he not only rules over the fallen angels, but also the demons that were native to Hell. He is known by many names, including Satan, the Devil, the "Prince of Darkness", Beelzebub, and Mephistopheles.
After the birth of Jesus Christ, Lucifer offered him the world in exchange for his allegiance. However, Christ rejected him. Lucifer still yearns to return to Heaven and eventually take the throne he feels he is destined to sit on.
DC (Vertigo)
At one point Lucifer was humiliated by Dream of the Endless, and vowed to destroy him should he ever again enter Hell. Two years later, Dream returned to set free a woman he unjustly sentenced to an eternity in Hell. Lucifer chose that as an opportunity to close down Hell. He kicked out all the demons and the souls of the damned, telling Dream he grew tired of ruling Hell, and gave him the Key to Hell as a gift. He then asked Dream to cut off his wings for him, and he departed Hell and journeyed to Earth.
Eventually he came into contact with his lover, the demon Mazikeen, and the two settled in Paris. Now, truly no longer under God's rule, Lucifer began to set the stage for his greatest plan yet. He regained his wings and freed the angel Michael, whom was being used by a lesser angel to create new angels, including the young half-angel Elaine Belloc (whom Lucifer befriended). Lucifer dragged Michael into the void and slew him, in the process creating a new Big Bang. After Michael regained shape, Lucifer offered him a place at his side, which Michael declined.
Lucifer then began creating his new existence. He created a new Earth, and a new Adam and Eve in a new Garden of Eden. He gave them one rule: do not worship anything, not even him. Adam failed him, and Lucifer destroyed them both, but he did so to prove the fallibilty of man. Lucifer then journeyed to Hell with Mazikeen after receiving an invitation, only to realize that he was being manipulated (as he had earlier guessed) by demons wanting a place in his new universe.
God commanded Lucifer to destroy the gate to his new universe, and Lucifer responded by shattering it into a million gates at different corners of the Earth, allowing humans to choose between his existence or God's- Lucifer's only rule being that no one worship anything. Lucifer's new war on God had truly begun.