Before inventing a religion (and arguably perfecting the art of con), LaVey learned to play the organ and worked as a roustabout at carnivals and circuses. An album of his music was released in 1995, which takes its name from today's song: Satan Takes a Holiday. Many of the songs on it are well-known and considered standards, and were even performed by LaVey during his days of playing the organ professionaly in various venues of ill-repute.
His singular style is quite different from how the songs are often played, though, and today's creates a much more mischievous/sinister vibe than most big band versions. Can't you imagine Satan jaunting through the evening countryside in Grandpa Munster's Drag-U-La hot rod with this song on the hi-fi?