Later in the game you should be able to pay the escape cost, especially if you have any amount of self-mill (dredge, Im looking at you)
We've got land upgrades with Ash Barrens, Fetid Pools, and Irrigated Farmland, and another board wipe option with Decree of Pain
Cecily provides card draw in the command zone, and it's fairly easy to get up to the Eleven cards to start casting things for free if you can find a sac outlet to start abusing ETB creatures with Othelm's ability
You can make these soup'd up decks online for the sake of playing and having fun, or you can build them as playtest versions of future cardboard purchases
The equipment automatically attaches to the hero granting stats and abilities
These are the top 10 Demons I'd consider, not just for a Demon deck, but for any deck running their colors if I'm looking to make my deck stronger