From a strictly anthropological point of view (that is, relying on evidence from various historical texts and an understanding of other religions in the region without using the Bible as anytthing more than another reference), here's my knowledge on the subject.
Satan: Originally Shai'tan, this was an ancient Babylonian/Canaanite god. Just one of many from the region. An enemy of Jehovah (thought to originally be the tribal sky god of the Jews) and the Jews.
Beezlebub: Just another local enemy deity. They were eventually lumped all together with the story of the fallen angel, Lucifer.
Lucifer: Called the Morningstar, he was chief among the angels. Lead revolt. Depending on who you ask, this was evil or admirable. Not so different from the American Revolution really. Indepence, representitive government and all that.
A fun look at this story is Kevin Smith's Dogma.
As far as I'm concerned, its all mythology. Easy enough to track and learn about using anthropology.