Satanism is essentially about individualism. The true source for modern Satanist movements is the literary Satan of books like Milton's Paradise Lost. That's worth a glance, but I'm not a big fan, so I would more strongly recommend The Master and Margarita by Bulgakov. A lot of Satanists talk about The Revolt of the Angels by Anatole France - I haven't read that one, so I can't comment. Ironically, some also like C.S. Lewis' The Screwtape letters.
Because of Satanism's individualism, I strongly recommend looking into some individualist philosophers, most notably Max Stirner. He's been a little bit of a meme lately, but his core idea was that people should get rid of false assumptions and ideas that hold them back and control them (which he called "spooks"). He was a huge influence on anarchists like Emma Goldman and Benjamin Tucker, existentialists like Friedrich Nietzsche, and others like Ayn Rand.
The Satanic Bible by Anton LaVey is the most significant Satanist book, and it's the core book of the Church of Satan. LaVey was a smart guy, but the Church of Satan frankly has a lot of retards in it.
A more recent person who's worth paying some attention to is Lucien Greaves, who started a politically active splinter group called the Satanic Temple. If you're interested in Satanism, you should read up on The Satanic Temple and the Church of Satan, even if you want to be independent. The key difference is that the Church of Satan is more into occultism, and has a vaguely right wing libertarian flavor. The Satanic Temple is specifically naturalist and anti-theist, and is vaguely left wing.