The discussion over wether or not the devil can speak English (and about the gender) seem a bit redundant. Even though God shaped people, people now shape God, the devil and the entire afterlife.
If people believe there is a devil, then there is one.
If people believe the devil is a she, then she is.
If people believe the devil can speak Friesian, then she can.
And so on.
You form your own personal hell or heaven where you'll end up (or not)
As for wishes (not including the global ones), immortality is not that nice, as you'll be stuck on earth for all eternity (and in some cases, I doubt it beats hell). The ability to end your immortality is also useless, as you exchange earth for hell (and in some cases, I doubt it beats earth).
Invulnerability seems like a nice wish (march straight into Afghanistan and drag bin Laden out by his ear for one thing) but probably has some major disadvantages as well. In any case, it's not worth going to hell for.
And that is how I think about practically any wish. So selling your soul isn't worth it, unless you were already going to hell. But then, the devil wouldn't try to strike a deal now would she?
BTW, selling your soul to get your soul back or for not going to hell? ehrrr...
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The last arrow of Legolas kindled in the air as it flew,
and plunged burning into the heart of a great wolf-chieftain.
All the others fled. -J.R.R. Tolkien, The Lord of the Rings