Since we're all fans of the series here, I thought I'd recommend some books and comics with similar themes. These are all the ones I've read or listened to. I'm sure there are more. Some of these are more adult than others, but they're all probably for ages 15 and up. Wouldn't really recommend them to anyone younger.
Fallen Angel (comic) - Gliding through the streets of the fate-filled city of Bete Noire, the Fallen Angel has been a force both for good and evil. But her origins have remained as mystery-cloaked as the Angel herself... until now. See the truth of her background unfold for the first time as the most formidable opponent she's ever faced tracks her down with an offer that she may not be able to refuse... even though, in accepting it, the life she knows may well be over. ~ Amazon
Lucifer (comic) - In the earlier related series The Sandman, written by Neil Gaiman, Lucifer abandoned his lordship over Hell. While Lucifer had previously appeared in various stereotypical guises in earlier DC books, Gaiman's version was unique and premised on English poet and prose writer John Milton's Paradise Lost. In the Sandman series, Lucifer had ruled as lord of Hell for ten billion years. Over that time, he had manipulated the various demons of Hell against each other, provided a place for dead mortals to be tormented, and led the war against Heaven. However, at some point during his rule, he had become bored with his existence. He became tired of the various stereotypes that mortals held of the devil, such as the idea that he purchased and traded for souls, which were largely untrue. He had become tired of his reign over Hell, and felt it an unfair punishment that he should have to rule there forever simply because he once rebelled. In the Sandman story Season of Mists, Lucifer expels all demons and damned souls from Hell before locking Hell's gates and handing over the key to Hell to Dream of the Endless, the title character of The Sandman series. Eventually, control of Hell was handed over to two Angels, Duma (the angel of silence) and Remiel ("who stumbled rather than fell"), while Lucifer simply retired to Earth, specifically to Perth, Western Australia. ~ Wikipedia
I, Lucifer (book) - In Paradise Lost, Milton set out to "justifie the wayes of God to men." In this novel, British author Duncan (Hope; Love Remains) attempts to justify the ways of Satan to the hip. God gives his evil subaltern a month in a human body, with an option to own, thus permanently casting off his pain-racked cosmological being. The grim alternative for Lucifer is to subsist in eternal nothingness. The vacant body belongs to Declan Gunn, a writer on the brink of suicide. Lucifer narrates his romps through escort service dates, cocaine-laced nights and, mostly, the thrills of the wondrous human sensorium. Lucifer options his life story-from his starring role with Adam and Eve to his struggles with an autocratic God-to a film producer and torments Declan's lover, Viola, with the promise of a juicy part in the upcoming movie. But for all his jauntiness, Lucifer must unexpectedly wrestle with Gunn's conscience, including Gunn's memories of Penelope, his alternately loathed and longed-for ex. When Lucifer makes the disastrous decision to see Penelope and forgive her for dumping him, he confronts the goodness of mercy, a battle that leaves him sick with nausea and cognitive disorientation. Lucifer tosses wisecracks around as if they were hand grenades. On the wickedness of a rival of Gunn's, he quips, "There's no murder in him, and only a very predictable dribble of lust. His soul, and billions like it, provide the cosmos with its muzak." Alas, Lucifer's wit doesn't often rise to this sharply satiric level: it's more like a series of outtakes from Bedazzled. This is the archetypal promising novel-the author's talent with words eclipses the substance of his story. ~ Amazon
The Fall of Lucifer (book) - I'm actually pretty embraced to be recommending this, as the author is an preachy evangelist *shutters* but until it gets too religious, it's a well-written book. Another fall from grace story which focuses on Lucifer, Gabriel, and Michael's brotherhood before, during, and after the fall.
Demon Angel (book) - For those of you who like romance novels. For two thousand years, Lilith wrought vengeance upon the evil and the damned, gathering souls for her father's armies Below and proving her fealty to her Underworld liege. Bound by a bargain with the devil and forbidden to feel pleasure, she draws upon her dark powers and serpentine grace to lead men into temptation. That is, until she faces her greatest temptation—Heaven's own Sir Hugh Castleford... Once a knight and now a Guardian, Hugh spent centuries battling demons—and the cursed, blood-drinking nosferatu. His purpose has always been to thwart the demon Lilith, even as he battles his treacherous hunger for her. But when a deadly alliance unleashes a threat to both humans and Guardians in modern-day San Francisco, angel and demon must fight together against unholy evil—and against a desire that has been too long denied...
Paradise Lost (music) - Symphony X's newest album which uses it's amazing music to tell the tale of the battle in heaven and the fall from grace of a third of the angelic host.