Well...a devil. Mephisto of Marvel Comics isn't Lucifer as such, but rather just one of many demonic beings.
On the other hand, Lucifer does appear in DC Comics, even to the extent of getting his own series...
All things being equal, Lucifer is a much more interesting character than Mephisto. Mephisto wears his evil on his sleeve, as it were. "Bwah-ha-ha, I'm eeeeeevil!" Lucifer, on the other hand, is subtle.