Wait, does it count against the rules if the person we pick has an army of minions at his/her disposal?
Because if no, I'd pick Belasco. Ruler of Limbo. A) He wouldn't allow Lobo in his realm and B) his two minions, S'ym and N'astrich would tear Lobo to pieces. S'ym caved Colossus chest in and snapped off one of Wolverine's claws and used it as a toothpick!
The demons love slaughter and they never get tired. I'd actually pity Lobo.