The darker powers are fairly common, possibly one of the most common themes of any magical world. Whether they be the archetypal Christian devil, horns, trident and all, or something that looks human, but is subtly off, only hinting at its true nature, or an amorphous pile of sludge which plots your demise. Whatever form they may take though, they are always powerful, and almost always willing to strike a deal if it furthers their undoubtedly evil purpose.
The forces of evil from the worlds of Warhammer 40,000 are maddening and power hungry. Any magic user in this universe is whispered to with words which slowly madden the caster, until eventually the sorcerer makes a mistake or goes insane, drawing too much power and being consumed, opening a portal into the realm of daemons and causing a huge mess of trouble for his allies. The true Chaos sorcerers are incredibly devious, and are practically daemons in their own right, reforming when slain in the chaotic Warp. Either side that uses the power of daemons is eventually consumed by its power, though, turning into a morsel for some daemonic power.
The demons of the various worlds of Dungeons & Dragons are far more well defined, and in fact split between devils and demons. The two are distinct, devils being the bargaining evil warlord type, while demons are the murderous and bloodthirsty type, and the two generally do not get along. There are a fair number of mortals who make deals with these evil powers, furthering their goals in small ways while their mortal pawn swaggers about with newfound magical powers, in the return for small favors. The morality of these mortal bargainers varies, although generally they tend towards the evil side. They get a fair bit of freedom to use their magical might in whatever way they see fit, and are generally distrusted by the average people.
The world of Azeroth also has demons, in the form of the Burning Legion, a mighty army of a variety of different demonified races seeking the destruction of the universe. The common arcane magic is easily detectable by the fel powers, attracting the attention of the Legion. When the powers of the arcane aren’t enough, though, fel energy turns out to be the next step, sating an addiction for magic that has usually formed by this point. The two major users of demonic energy are the warlocks and the demon hunters, both bending the power of demons to their will in different ways, and for different purposes. The warlock wields fel magic, summoning and binding demons to work for him while unleashing the inherent destructive power of demons upon his foes. The demon hunter uses the power of demons to destroy them, slowly turning into a demonic entity himself as he gains more power, but keeping his goal and hatred of demons clear in his mind.
There are countless cases of these wielders of dark power backfiring, whether the wielder becomes just a puppet, or consuming him utterly. Either outcome is undesirable for the mortal bargainer, so always these deals are a balance of whether or not they can get what they want before their power destroys that for them.