One benefit of damnation, I presume, would be that you get a lot of good color, what with all the flames and what not.
Unless that's the most insidious hell of it all--all that, and you still end up pale somehow.
Except if your culture values paleness, then probably not.
Hell is complicated. Takes some organization.
Did the devil know all of this when he decided it was better than serving in heaven?
At least there, you can leave your work at the office at the end of the day, go home, and just relax on a cloud. Also, your office work consists of relaxing on a cloud as well.
Much better place for a tan.