Angelology, Demonology, & Mythology resources?

Ooohhh.... I love the fact that you want to learn about myths and the like. One thing I suggest is getting a dictionary of mythical figures. I know that DK sells a pictorial dictionary (WARNING: some pictures may be disturbing and graphic. Reader's discretion is advised). I started learning about demons when I researched the seven deadly sins. Go on Wikipedia. Even if it is inaccurate, it is a good starting mark and almost always includes external links to other sites.