Rio de Janeiro
(I can use the plastic figures in other games should I not end up liking this one)
That is precisely what I did. I currently keep most of them in my Stonehenge: An Anthology Board Game box, as I have created a game using them. If you also own Stonehenge, look for "Defenders of the Stone Circle" in the Stonehenge Library on Paizo website (and for a quick reference here on BGG, on the game page). It uses 12 demons, and a set of six of the other figures for each player. Of course, you can use other markers if you don't have Dante's Inferno, but the plastic figures certainly add to the atmosphere.