Well, according to Protestant Hawaiian Missionaries, you can be brought to heaven by just being a benevolent dude, even if you don't necessarily believe (Or haven't even heard of) the Christian god. So if you sell your soul to a demon, and just keep on keeping on as a goody-two-shoe, the demon can't really drag you to hell because you don't belong there, and the worst God could get at you for would be heresy/mistrust, but since you didn't believe in them to begin with, seeing the demon would be enough proof that there was a God anyway.
This is especially fun if someone attempts to sacrifice your soul to something. Since they keep saying that the pure of heart can't be taken over by evil and all that shit, participants in satanic rituals would have to be willing, because sending an unwilling good guy's soul over would do more harm to the guy you're trying to bribe with souls than good.