RHODE: She stumbled across Lucifer while he was plotting murder. She is his sister; it doesn't matter that they're from alternate dimensions. She is more than a demon, and his instincts scream that she is one of the few angels who followed him to Hell. He loves her, genuinely. Someday they will destroy the worlds, one by one or all at once, and then he'll destroy her, too.
In the meantime, Lucifer and Rhode are going to wreak havoc wherever they go, over and over and over...for practice, you see?
TYKI: He's Rhode's uncle and another Noah. This means the angel Noah inhabiting him is family; for Rhode, however, the vessel is as well. For Lucifer, not so much. He's keeping his distance because his presence is difficult on Tyki, but Lucifer can be patient if he has to. As far as he's concerned it's a moot point anyway; the world is going to end in the next year, so who cares if Tyki Mikk is fighting for his humanity?
ALICE: This pure soul is one of Lucifer's back up plans. It pays to have at least forty such plans, you know. He knows she's well-versed in the Bible, and so he gave her an alternate name when he told her he was an angel: Voland. Since then he has been visiting her dreams and telling her bedtime stories. Groundwork, groundwork.
RAVEN: She is the daughter of a powerful demon, one reputed to be the source of all Evil. Lucifer finds that idea useful, since it means he has more reason to 'get to know' Raven. She is the first person in Adstring that he has actually done anything to, and he's not done yet.
NOT ON THE LIST? It's either because Lucifer has no opinion on you (most people, even those who oppose him, are just considered 'cockroaches') or because I'm painfully lazy. (Hard to do character relations for the Devil, man.)