Two of my favorite episodes of the regenerated Doctor Who series are "The Impossible Planet" and "The Satan Pit." Starring David Tennant as The Doctor and Billie Piper as Rose Tyler, not only do these two episodes introduce the Ood, they also find the doctor battling something that may or may not be the devil. That story isn't the first time a discussion of the devil appears within Doctor Who though. In point of fact, within those two episodes, the doctor mentions the planet Dæmos, home planet of the evil alien race featured in the 1971 Third Doctor tale, "The Dæmons."
One of those many episodes where The Doctor (Jon Pertwee) is exiled on Earth, "The Dæmons" features The Master (Roger Delgado) as one of the villains. Here, The Master, amazingly enough, is striving for power – the power to control the world and kill the Doctor and do all the naughty things that The Master tends to want to do (he isn't the nicest of fellows). To this end, The Master is trying to control a very devil-looking creature named Azal (he's huge, has horns, and generally looks very devil-like).
In reality, Azal is an alien from the planet Dæmos, but that's really neither here nor there. The story deals with similar questions to those of "The Impossible Planet"/"The Satan Pit," most basically mankind's desire to ascribe dark, magical, powers to a mythological creature (or to any real creature who resembles the mythological one).
On more than one occasion in "The Dæmons," the Doctor pretends to be able to do magic when he is in fact simply using hidden bits of technology. It is quite reminiscent of Arthur C. Clarke's third law – "any sufficiently advanced technology is indistinguishable from magic" (although that wasn't published until two years after "The Dæmons" aired). But, then again, The Doctor seems to regularly smash peoples' myths, legends, ideas, and ideals when those notions come face-to-face with reality.
Honestly, that's what The Doctor is best at here, and on a semi-regular basis. So many Doctor Who stories feature a group of individuals (be they human or alien) telling The Doctor that things are a certain way (awful) because that's just how they are. The Doctor turns his head a little to the side, looks at them quizzically, and dismisses their statement as pure foolishness. He then goes on to prove them wrong and make everyone's life better. While this latter bit (the making everyone's life better) is often where most of the story lies, for me, it's watching The Doctor harangue people for their beliefs, or his convincing them of how wrong they are slowly but surely over the course of a story arc, that really are the best moments for the series. The Doctor (in all his incarnations) knows so much and explain things so well that it's a joy to watch.