Robert Asprin's Myth Adventures Volume 1 (Robert Asprin's Myth Adventures)
Start at the beginning, in 'Another Fine Myth', as Skeeve, an apprentice wizard, meets the demon Aahz. Though it's not love, or even like at first sight they form a connection, saving their lives, between them. Follow them in 'Myth Conceptions', as Skeeve & Aahz test their talent when they decide to take on an entire army themselves.