Of course, if the devil came up to Earth, he'd choose Los Angeles as his home. Fans of the Neil Gaiman written comic, The Sandman, will recognize the character, Lucifer Morningstar.
In The Sandman series, Lucifer had ruled as Lord of Hell for 10,000,000,000 years after rebelling three seconds after creation. Over that time, he had manipulated the various demons of Hell against each other, provided a place for dead mortals to be tormented, and led the war against Heaven.
However, at some point during his reign over Hades, he becomes bored with his existence as well as the stereotypes and prejudices that mortals held of the Devil so he chooses to retire to Earth, initially to Perth, Western Australia and later to Los Angeles, California.
It would seem, based on the trailer, Lucifer (played by Tom Ellis) will be based on The Sandman. However, in the Fox series, Lucifer will help the LAPD (mostly in the form of one very attractive police officer, played by Lauren German) punish criminals.
Airdate is set for some time TBD in 2016.