On topic - never really understood worshipping Satan. If you believe all that stuff exists, why would you worship the one that's clearly the bad guy of the piece?
I can understand why someone of the Judeo-Christian tradition would choose to worship Satan over God. Many people view the God in the bible as being a tyrant. You have to do what he says, when he says and how he says to do it, or he'll kill you (probably along with thousands of others who may have had nothing to do with it) and send you to hell. But Satan rebelled against the absolute authority of God and as such is seen as a protector of freedom and individuality.
As for LaVey, I find him interesting. I haven't read the Satanic Bible, but his book, The Devil's Notebook, is a good read in my opinion. Also, I generally agree with the 11 Satanic rules of Earth:
1. Do not give opinions or advice unless you are asked.
2. Do not tell your troubles to others unless you are sure they want to hear them.
3. When in another’s lair, show him respect or else do not go there.
4. If a guest in your lair annoys you, treat him cruelly and without mercy.
5. Do not make sexual advances unless you are given the mating signal.
6. Do not take that which does not belong to you unless it is a burden to the other person and he cries out to be relieved.
7. Acknowledge the power of magic if you have employed it successfully to obtain your desires. If you deny the power of magic after having called upon it with success, you will lose all you have obtained.
8. Do not complain about anything to which you need not subject yourself.
9. Do not harm little children.
10. Do not kill non-human animals unless you are attacked or for your food.
11. When walking in open territory, bother no one. If someone bothers you, ask him to stop. If he does not stop, destroy him.