Comic book series : Lucky Devil

 A down-on-his-luck schlub is possessed by a malevolent demon. Just when he thinks things can't get worse, the exorcism goes wrong . . . and he finds that somehow he's retained all of the entity's supernatural gifts. After a path of revenge on all the people that have wronged him, he begins to gather worshippers and form a cult.
But the legions of Hell don't take kindly to this, and they send demonic agents to murder the schlub-turned-god before he gains too much power. Collects the four-issue miniseries.