Out of the heliophagus, I try for Gorilon usually since that will allow easy summoning of Vampire Lords and access to good death magic.
Demon Lords at 150 a pop, I fear you are better off building 2.5 soul contracts with that blood... however I have (just for fun) summoned Belial once and thought his ability to steal commanders was great fun
Not very cost effective since you can get a succubus to do the same thing for less than half the blood.
Other problem with Demon Lords is that they do not have all the item slots so they are tough to equip properly...