I do like
Damien very much I consider it a very beatiful name.
But I must admit that if I have to choose it will clearly be
Damon. For some reasons I find it much more masculine. It is shorther, more tough and a little bit mysterious.
I don't connect it with demon. I rather think about
Ian Somerhalder from "The Vampire Diaries". I don't like that show, but I can not help but like the dark and mysterious type who
Ian Somerhalder plays as
Damon Salvatore:)