Lucifer Volume 4: The Divine Comedy: written by Mike Carey; illustrated by Peter Gross and Dean Ormiston (2002; collected 2003): Lucifer, based on the version of Lucifer in Neil Gaiman's earlier Sandman series, has succeeded in creating his own universe. Humans and supernatural beings have flocked there from God's universe through any one of thousands of portals, there to live by only two commandments: Thou shalt not worship any gods, and thou shalt not attempt to be worshipped as gods.
And things seem to proceed swimmingly.
But Lucifer has enemies and rivals. He also has allies, though he doesn't have any friends -- he's a self-involved jerk, which means readerly sympathy has to be built upon the supporting characters and, negatively, by showing that Lucifer's enemies are much, much worse than he is.
Carey, Gross, and Ormiston succeed in this task -- Carey's writing zips along, combining inventiveness with a quirky oddness of original creation; Gross and Ormiston are deft cartoonists, cleanly rendering a world of wonders and terrors both supernatural and natural. And the fallen Cherubim Gaudium really is cute in a gargoyley way as he complains his way across two creations.
Lucifer's chief opponent here is the Basanos, a sentient Tarot Card deck created as a malign twin of the Book of Destiny. The Basanos can see all possible realities and force the outcome they desire; Lucifer is powerful enough to shrug off almost any and all attacks imaginable. But we're dealing with a deck of cards here -- They/It have something up Their/Its sleeve(s). Highly recommended.