Just wanted to stick my nose in a bit. As stated before there are two (or more) Satanisms. Anton Levay's is a rejection of the entire basis of Judeo/Christianity and only uses the Satan figure as a symbol of that rejection.

The other Satanists accept the Bible as a spiritual text but reject its conclusions and choose to worship the ultimate antagonist of the Bible. This religion has never gained much ground or popularity and is usually limited to recognized nut cases or temporarily misguided teens working through a difficult and rebellious age, especially those wearing battle axes that look like upside down crosses

If you are looking to study comparative religions then you may be better served starting off with some of the major ones and then looking at some of the new pop ones (which often claim ties to ancient religions).

Judaism and its off shoot Christianity have a long history. While Christianity started much later it is a direct branching from Judaism. Hinduism is a wonderful example of Polytheism, Buddhism is more of an unreligion than Levay's Satanism with no real gods but many paths to attempt to reach enlightenment. Wicca and the related Earth Mother religions are good examples of naturism and (this could get me in trouble) Mormonism is an example of eventual Deism although there are some early Heretical cults from Christianity that are far more deist than them. Zoroastrianism is an excellent counter study to Judaism and Christianity because both are dualistic in approach with ultimate good and evil. Moslem is an interesting study because of its mix of peace and tolerance with violence and righteous anger. It is also more mono-theistic than Christianity or Judaism because they both recognize a triune God and Moslems only recognise a single entity.

I believe the study of various religions should be enlightening, enjoyable, and should help you to cement what you really think. I know when I did this I was looking for truth in my life and seeking to know if I believed what I believed because of how I was raised or did it make real sense to me. I found that Christianity not only made sense to me but was the only religion that offered salvation as a free gift rather than something to be struggled for (please realize some of the religions don't recognize salvation as a need so there is no reason for it to be a gift). While people can evoke all the bad things caused by religion as a way to reject it I find the thought of a loving God who would sacrifice his son for me to be a very powerful and needed part of my life. I hope in your search you can clarify what you are looking for and find it as I did.

One last note. If you just want some interesting titilation on the subject don't go with Levay, instead look for information on black witchcraft. It is probably mostly sensationalism but it has the eerie, chilling, entertaining aspect you may really be wanting.