Denarians would probably be an Emmisary of power, although they likely need their own template, akin to Knight of the Cross, to really reflect all they can do. They certainly get an item of power each.
The system also supports 'sponsored magic' which actually gives detailed rules for invoking hellfire and soulfire, so Denarians are probably playable within the existing ruleset. I personally see them as functioning like changelings; they can choose to use some of the power at their disposal, but if they start relying on it, or use too much, they'll quickly find themselves trading free will for a compulsive nature, and thats when they are no longer PC's.
But in the end I think Red/Black court vampires, denarians (who are listed as Supernatural Heavyweights, a few steps below the Faerie Ladies, but still pretty powerful) and things like that are probably best left off the table for PC's. At least, if I was running.
On a side note, I love how the system allows for Pure Mortal characters to compete with the baddies, just like how Karrin can go toe-to-toe with certain monsters in the books. But if we're not using the system, I'll have to think about what I'd want to play...maybe a pure mortal anyway.