Endgame you'd like to have one of each but for the time being if you'd like to venture into ep2, a hell needle will make things much easier and arrest can be used practically everywhere.
Demons is solid choice, but if you're starting out and don't dislike the animations, a slicer of fanatic is a decent alternative. Get one with hit and it'll be more accurate and SN-able too.
You may see some fleshies use a Berserk needle, but without traps and decent ATP you're better off saving the PDs and using a zerk arms instead.
Other S-RANKs you should consider (in some kind of tier order) are:
Essentials
demons mechs, demons needle, hell needle, arrest needle
'Elitist'
hell shot, zerk launcher, hell scythe, hell launcher.
If you're playing other RAs, a Zalure gun/rifle/shot/needle is obviously a good choice and zerk needle can be too. Other S-RANKs have their uses, but these are really the most practical.