In a series where your creatures are of limited use, that question barely has weight. The demons also tend to have varying stats and uses between the various series making a demon useful for something specific in one game, and not so in another. Not to mention mitama, and constant fusions mean you can probably make any demon fit any role if you tried hard enough.
 
So I suppose it comes down to which demons are my favorite. I like Abbadon and Aciel, because I like the idea of a demon so large, the only part you see is the part that's bursting from the ground. Aside from them, I'll use whatever demons have the resistances I like