"We have such sights to show you..."
- – Pinhead
But when /tg/ refers to them - Britishly spelled - they're followers of Clive Barker's Order of the Gash. They call themselves "angels to some, demons to others" but really, they're not angels to anyone healthy. Trust us on this.
In true METAL fashion they like to dress up in too-tight leather and to mutilate their own flesh.
They come from some demiplane where they perfect the arts of pleasure and pain. Sometimes a client slips out into this world - pretty much undead, by that point.
Clive Barker's novella "The Hellbound Heart" still stands up, as does the first Hellraiser which he co-produced. The other movies are shite.
You might also consider The Scarlet Gospels.