In terms of actual play, the important distinctions have to do with what they want and what tactics they can use. Some common subtypes for desires:
- You have entities that simply desire destruction. Those are by far the easiest to use in a game, and describes most of the demonic creatures in DF2.
- You have entities that want very particular types of destruction. Other than behaving in idiosyncratic ways, they're similar to the above.
- You have entities that form pacts with mortals, granting them power in exchange for something or another. This works easily enough in DF, providing a ready source of evil cults and wizards.
- You have entities that desire corruption, tempting mortals into sin. This does not work well in DF, as it tends to amount to "if you act like an DF character, I get to punish you".
In terms of tactics, the big question is whether the demon physically manifests. Usually it's best for demons in DF to eventually manifest, because otherwise how will the PCs beat it up?