Okay so basically, this is just a rough draft that could be edited over time, if need be. But keep in mind, that these guys were never alive to begin with, so they can manifest themselves into whatever they need, in order to get the job done. Now first things first, whoever is going to be a demon, as to have some kind of demon name or something.
The Leader: Okay so this guy/gal is going to be looking the most scariest of all, that could make a persons blood chill to the bone. So for their regular appearance, he/she could look like a regular person, but with startling features. For example, maybe the cliche devil horns, his/her skin could look like it had been burnt over time and looks like ash, no eyes in the eye sockets, but can still see, fingernails are really long and really sharp, teeth look like rusted metal, maybe a tail. Oh, and it could transform into a rather large dragon in order to keep the fear instilled.
The Generals: Okay, these guys also have to keep the creepy appearance up, but cannot look more fearful than the leader. They would preobably keep up the ash features and all, but some of the skin would be missing and shows straight through, eyes would be there yet piercing red and the iris often moves around the eye on it's own, and often doesn't speak in a low voice, but rather harsh and scary.
The Lieutenants: Well these guys have just got to look like something out of a comic book or something. Maybe just a couple of features from the Generals, but have them looking as non scary as possible.
The Grunts: These guys are the bottom of the rung, and they don't look very scary, yet are very intimidating. Excuse the reference and all, but I think the Heartless from the Kingdom Hearts series would fit nicely, but like I said, still open for discussion.
The bodyguards: Okay nothing would seem more menacing for the bodyguards to the leader than giant orges or something, but ash skins, some places peeled off, yet can see bone...well basically it's just a giant version of the Leader, but with different characteristics to keep them underneath the scary ratio.