If you start from the premise that the Bible was written by men to explain their own perspectives and justify extreme action then the devil is an extremely effective device. He is used as a means of control to keep people following the desired pattern of behaviour. He does not need to exist it is only necessary to have the idea in place for it to be useful.
Even if we take the Bible as inspired doctrine then we still need empirical evidence. The Bible says there is a demon influencing world events. Psychology shows the human capacity for evil without the need for external influence. Are we just conveniently making the Devil an excuse for our own short comings?
For a refreshing perspective on the devil may I suggest listening to Old Harry's Game on BBC Radio 4 it is very funny. Especially the pit of popes.