I like the idea of someone (someone very shortsighted and not too bright) selling their soul for altruistic reasons. Well, mostly so the road to hell could literally be paved with good intentions, but that'd also be an interesting backstory for some kind of tragic villain.
Otherwise, like Sent said, I could see someone selling their soul for power only if they thought they had some loophole, or maybe if immortality were one of the powers granted.
In my little personalized vampire mythos, that's how the original vampires came about. Demons figuring someone will eventually off them, or at worst they just have to wait till the world ends to collect, and meanwhile they're going around creating lesser vampires that will be running around murdering people and damning themselves without assistance.