Goki you just reminded me of another great one...The Village (2004) by M. Night Shyamalan. I can't remember Devil too well (think I was on the turps when I watched it) so I'll have to revisit that one.
For the Stephen King fans, 1408 (2007) is another one you may want to check out. For me, it started off well with a high intrigue factor but the last half was a bit of a let down (like The Last Exorcism). Still worth seeing though (like The Last Exorcism).