The ones that kept me up at night always had the demon feel like a part of the character, not just a separate monster. A truly underrated one is 'The Good House' by Tananarive Due—it's a slow-burn family saga where the haunting and possession are tangled with grief and history, and the demonic presence feels ancient and deeply woven into the location itself, not just a jump-scare entity.
For a more brutal, visceral take, 'Head Full of Ghosts' by Paul Tremblay messed me up. It frames the possession through the lens of a reality TV show, and the ambiguity about what's really happening with the sister is the scariest part. You're never sure if it's a true demon or a family collapsing under mental illness and exploitation, which makes the horror feel frighteningly plausible. It’s less about the ritual and more about the spectacle of suffering.
I usually avoid the more Catholic-centered exorcism plots, but 'Come Closer' by Sara Gran is a masterclass in subtle, creeping possession from the inside out. You just watch a woman's life unravel from her own perspective, and the demon’s influence is so gradual and logical it feels like it could happen to anyone.