Not demons necessarily but I do think he has a thing for 'risky' women. Every woman we've seen him with besides Jessica and Sarah has had some element of risk attached to them.

Lori was at the center of a haunting and turned out to be unwittingly manifesting a spirit that killed people she deemed immoral. Madison was a werewolf and it's interesting to note that although Sam was attracted to her, he didn't make his move until after he found out that she was a werewolf [cured or not]. Ruby was a demon and having sex with her was an obvious release of his darker urges and very much a deliberate walk on the wild side. He had sex with Dr. Cara Roberts while investigating a siren that enthralls men during sex. She turned out not to be the siren, but he didn't know who the siren was at the time that he had sex with her. There was a definite element of risk there, not to mention recklessness.

Lilith doesn't count as that was part of a proposed deal and Sam was only playing along. He turned on her before it went too far.

he did make his move Maddison - after the hole werewolf thing and it was risky - they were not even a 100 % shore she was good - plus she did kill people - ow him and Ruby - he new what she was big time and he tried to care - but he cared more about geting over Dean - after evey one in the world left him - but Ruby was there - lol