Silver on the Road

A young woman, indentured to the Devil in his saloon/gameshouse since the age of 2, turns 16 and -- given the chance at freedom -- decides instead to serve as his Hand on The Road in his territory in the Old West (which is approximately the Louisiana Purchase territory). This involves being sent out under the tutelage of a non-practicing attorney who is more than he seems, facing mysterious dangers which include malign magicians, demons, and priests.

It's well-written, with decent worldbuilding and character depth, enough that I never considered not finishing it -- but I also did not find it remarkable or compelling enough that I feel particularly inclined to seek out its sequel (no doubt a result of which story settings really do or don't appeal to me). If the synopsis sounds interesting, you should go for it.