Jurgen: A Comedy of Justice by James Branch Cabell

Jurgen, A Comedy of Justice is a 1919 fantasy book by James Branch Cabell - the eighth among some fifty-two books written by this author - which gained fame (or notoriety, in the view of some) shortly after its publication.
The eponymous hero, who considers himself a "monstrous clever fellow", embarks on a journey through ever more fantastic realms, even to hell and heaven. Everywhere he goes, he winds up seducing the local women, even the Devil's wife.