Here are various ideas, all of which involve classical sins, and demons. In most cases I can play any character, but I wrote all of them with the dominant character in mind for myself. All of them are open to modifications and suggestions. On to the plots!
A deal with Lust
A witch strikes a deal with a succubus-like demon: The demon ( who will, by necessity, either be a futa, or be able to change her sex ) will grant the witch immense power, and as payment, the witch will bear the demon's child.
The game itself can either be one between the witch and the demon, involving pregnancy, or it may take places years later, when the demon comes back to fetch her half-demon offspring - a daughter - on some important occasion ( for instance her 21st birthday ). If the latter option is taken, the game will have elements of incest instead. Sex, and lots of it, is guaranteed in either case. The demon is a demon of lust.
Lust meets Greed
Even demons of greed and avarice need to indulge their lusts from time to time. What happens when the archdemon of avarice herself, decides to pay a visit to the archdemon of lust, the Queen of Succubi? Sin, depravity and excess are certainly among them.
Or, what if the roles are reversed, and the Queen of Succubi decides to visit the archdemon of avarice, and tempt the greedy demon into a night of lust?
Caged and Tempted
An angel, a pure, virginal and proud being from Heaven is captured by demons, and given as a gift to the Queen of Succubi. In her palace of sin, the angel is tempted, raped, tortured, broken and corrupted. There is no escape, not even death, and no matter how strong-willed the angel, she will be broken. It's only a question of what happens in the meantime.
Generations of Sin
A wealthy noblewoman strikes a deal with a succubus: In exchange for eternal youth, she promises she will do anything. The succubus is only too happy to grant such a wish. Over time, over years and years, she turns the noblewoman, and her daughter of 18, into groveling, submissive slaves. Eventually, the noblewoman's daughter has a daughter herself, possibly 'fathered' by the succubus herself. As she discovers that her youthful beauty will fade as well, the question becomes whether she will do as her mother did, and continue the cycle.