I have a thread on the topic (of the swine, with related links): Here.
One of the things I have wondered about is the demons requesting Jesus to send them into the swine, and then they immediately drown the swine. What was their logic?
My speculation: The promised land was set apart for the descendants of Abraham. The rest of the world was given to the nations (at the tower of Babel). (De 32:7-8) As such, (I'm thinking) the demons could only trespass when they had a legitimate reason (such as some idolatrous practice, etc).
In the case of the demoniac, Jesus was about to take away their reason for trespassing. So they ask to be sent into the swine, something they think Jesus might agree to (considering the Law), but from their standpoint allows them to stay in the area.
From Jesus' standpoint, he knows the Law Covenant is about to be superceded and that the barriers differentiating the Jews from the nations are soon to be removed. (Eph 2:14-16) So it makes no matter regarding sending the demons out of the country. (Mk 5:9-10) From Jesus' standpoint, a source of Jewish disobedience to the Law is removed.
But like I said, "my speculation."