Abaddon/Apollyon - Mentioned in the book of Revelation as the angel who rules the abyss, the former is the Hebrew form of his name and the latter the Greek. He commands the bizarre locusts that plague the world. Earlier references to Abaddon use it as the name of a place, with Revelation being the first indication that it's also the same of a specific character. Mind you, personifying places is common in ancient lore, and Abaddon is mentioned as hearing things in the book of Job, so maybe the author of Revelation thought that turning the place into a person (well, sort of) was a logical step.
Asmodeus - This demon is a major player in the apocryphal book of Tobit, in which he kills seven successive husbands of a woman named Sarah (not the same Sarah as Abraham's wife in Genesis). It's been held that Asmodeus killed the husbands because he wanted Sarah for himself, which is why he came to be associated with lust and carnality. Sarah's eighth potential suitor, Tobias, drives off Asmodeus with the scent of a burning fish heart and liver (he must have had a very sensitive nose, which makes me wonder how he could live among the burning sulfur usually identified with Hell), and the angel Raphael binds him. The character also shows up in the Talmud and the apocryphal Testament of Solomon, which show him as more mischievous than purely evil, and as on somewhat friendly terms with Solomon himself. The king is said to have tricked Asmodeus into helping him build the temple, and the two of them switched places for a little while. Really, I don't think the picture of him that I included above makes him look so much malicious as just somewhat miffed. Hey, I would be too if I had to share my body with all those animals! In addition to being the demon of lust, Asmodeus was also identified in the Malleus Maleficarum as keeper of the gambling houses of Hell. I wonder if the house always wins, or if it's like that Twilight Zone episode I never saw where the guy realizes he's in Hell because he always wins and that's boring.
Astaroth - As far as I'm concerned, it's hard to think of a more occult-sounding name than this. The name was actually derived from that of the goddess Astarte or Ashtoreth, whose cult was a major competitor to that of Yahweh in the days of the Jewish kingship. Oddly enough, the demon is pretty much always referred to as male. Maybe he used to cross-dress when appearing to the Phoenicians. He's identified as Grand Duke and Treasurer of Hell, because it only figures that the worst place in the universe would be hierarchical and bureaucratic. (Then again, that's also how some theologians portray Heaven.) He's also incredibly well-learned, and can converse knowledgeably on just about any subject. Unfortunately, he has really bad breath, so you'd probably need to use some nasal protection when picking his infernal brain. Astaroth is usually identified as ugly, but some sources actually call him beautiful.
Beelzebub - Sometimes given as an alternate name for Satan himself, but identified as a Prince of Hell when seen as a different entity. His name literally means "lord of the flies," but I've seen speculation that that this name might actually be a play on "Ba'al Zebul," or "Lord of Heaven." "Ba'al" was the Canaanite word for "Lord," and was the name given to one or more of their gods. Since the main source we have for Canaanite religion is from their enemies, the name has taken on a negative connotation, although historical data suggest that Ba'al and Yahweh really had a lot in common. I guess it comes back to that whole thing about your worst enemies often being the ones who believe ALMOST what you do. There are a few references in the New Testament to a figure named Beelzeboul as Prince of the Devils, and some of Jesus' critics accused him of exorcising demons with the power of this infernal prince, rather than God. In later demonology, Beelzebub was identified as a cherub who served as Satan's lieutenant in his rebellion against the Almighty, and as a Prince of Hell after being cast out of Heaven.
Mammon - The identification of this name with an individual being presumably didn't originate until later than many of these other demons. It means "money," and is used as an indication of greed, as in Jesus' admonition that someone cannot serve both God and Mammon. Since this statement personifies Mammon, it was only a matter of time before it came to be the name of a demon who represents greed. In the Middle Ages, he was viewed as the demon of avarice.
Pazuzu - While not generally included on lists of Judeo-Christian demons, I'm including him here because of his significance in popular culture. This was the name of the demon in The Exorcist, as well as boss monsters in both Dragon Warrior II and Final Fantasy Mystic Quest, and Professor Farnsworth's pet gargoyle in Futurama. He was a wind god worshipped by the Assyrians and Babylonians, being associated most closely with the southwest wind. While a rather unpleasant being himself, he could be invoked to drive off other evil spirits.
I could probably keep going with this, but I think six of them are enough for one post. (Hey, and six is the number of the Devil! I didn't even realize that was how many I had listed until I just counted them.) If you're interested in further research on this topic, however, here are a few of the sources I consulted:
Wikipedia's list of theological demons