Demons
Sanatana Dharma's conception of "demons" is a little if not too different from the Christian conception. Christianity associates the fate of bad souls with Satan, but if you ask why Lucifer then harms souls that served him all their lives (why are they not happy in hell then?), Christians have difficulties to answer this properly. Yama as a Vedic god is only a judge of the deceased without any connotations that he might serve the evil one (Satan). His consort is Varahi.
The Christian conception is to denote anything that
differs from the "prescribed" monolithic explanation of
the Bible as something "satanic". In this sense, tantra
(as sexual spirituality) is purely seen as a demonic form of devotion
from a Christian's point of view; however, I said that Sanatana Dharma's
conception differs also a little from the Christian one because
both concepts look principally equally at the Final Architecture
(goal) for this planet and its people.
The word "demon" or "daemon" was not thusly one-sided in the ancient past as it is today. Plato, too, writes about "demons" without associating them to something bad. Demons are known in Islam, too. The term "jinn" originally meant anything that could be "hidden" - something "secret", "remote", or "invisible". In Islam, bad "jinns" are called shaya-ti-n and Iblis (Satan) is their leader.
Virabhadra
Virabhadra is a patron of occult practices. He has temples, too. One of such temples is, for example, in Mylapore (South India, state of Tamil Nadu). Shiva created him for war with Daksha.
Andhaka
Andhaka was the third son of Lord Shiva, but Shiva killed him. Andhaka was born of Shiva's tear, but Andhaka angered Shiva with his (sexual) lust to Parvati.
Kali 
1) Some "demons" are only a name for God's mood and Kali represents one such a disposition of God - an angry form of the Goddess Shakti (Shiva's consort). Here a statement that Kali is a demon is wrong. Her fierce depictions are only based upon need to fight against desires of one's ego. She is misunderstood by Europeans and Americans and Her "demonic" attributes are artificially given to Her by people from other cultures. She is not a demon and She does not belong to this section. However, people from other cultures see this form of Goddess as "demonic" and She is included here only with purpose to invalidate this prejuduce. Her possible deformation also comes from India from a cult of thugees, which were originally Muslims, but some scholars say that British colonists blew up the whole story with purpose to make military operations all over India.
2) Kali is a homonym (Kali: Goddess; Kali: a real demon), thus "Kali" is also the demon of Kali Yuga.
Koka and Vikoka
These twins are Kali's (the Goddess Kali has nothing to do with these twins) generals who instigate wars and evil things.
Vinayakas
Vinayakas are a group of four troublesome demons who create obstacles, but we can easily cope with them.
In the Puranic literature of a much later period, the group of four Vinayakas was merged into one definite deity named Vinayaka whom Rudra (Shiva) appointed as the "Leader of the Ganas".
Panis
Panis represents a class of demons.
Vetala
This demon is a kind of a vampire. "Vetala" are spirits that live in dead bodies.
Pishacha
These are carnivorous demons; their origin is not clear.
Bhuta
This is a homonym, too; on the one hand, it means five elements: Akasha (ether), Vayu (wind), Agni (fire), Prithvi (earth), Ap (water).
On the other hand, Bhuta is
a kind of bad soul of a human being who died tragically, either
by suicide or by execution.
Conclusion
In the Hindu mythology, there are many demons. People
governed by such evil entities are demons too, or even people who
diverted from the good order in spite of being born in a Brahmin family.
We can also mention rakshasas and asuras.
