Read Deep Blues by Robert Palmer and then watch the DVD.

Both are completely great. See Robert Palmer, New York Times writer and Rolling Stones chronicler take Dave Stewart of the Eurhythmics to Beale Street's voodoo shops, down to Senatobia and Holly Springs Mississippi to jam with Junior Kimbrough and RL Burnside. RL teaches Dave a couple things in the process. It's a really fine documentary.

Another one is "You See Me Laughin", which is very deep aslo. Hear Arkansas bluesman Cedell Davis, stricken with polio and crippled in all extremities, tell of when he got trampled by the crowd at a juke house when someone started waving a gun around. Cedell plays slide guitar with a butter knife clenched in his twisted up fingers and makes his living.
Listen to James "T-Model" Ford tell of when he was a young boy getting such a beating from his father that it busted his nutsack open. This is a hardass blues documentary and will give you a good look at where this stuff really comes from.

These guys didn't have to sell nothing to the Devil. They was in Hell most all the time already.