the Horned God is not the same as the Christian devil. for one thing his horns are actually antlers. Lark really summed up the main points about the God, he is the Lord of the forest, husband the the Goddess, and is seen by many as a loving father figure. he does have other aspects [both positive and negative] and is known by other names [like Green man or the Oak and Holy Kings] and some people will refer to him as Pan [Greek God of the wild] but he is not evil. The Horned God can be called on for revenge [though i don't know of any Wiccans who would] but he's mostly called on for protection, sometimes sun rituals, and various 'masculine' pursuits.
i've always felt a strong connection to the God, but there's always been a strong lean towards the Goddess [i think it has to do with most Wiccans convert from male dominated religions] i also wish he was more commonly called The Stag God or Antler God since 'Horned God' usually results in people concluding 'devil worship'.