WHAT WE KNOW: DEVON IN CANON

It may be hard to believe, but here is the sum total of what we know from Devon's appearances in the series:

His name is Devon
He is friends with Oz
He is the lead singer of Oz's band 'Dingoes Ate My Baby'
He dated Cordelia and Harmony
He isn't fussy about the girls he dates
He has a car
He likes sparkly clothing
He possibly isn't terribly intelligent; at the very least, he is quite literal in his thinking

That's it. Leaving aside the novels, the only other semi-canonical source of information is the Sunnydale High School Yearbook - this is where we discover:

His surname is MacLeish
His nickname is Ol' Blue Eyes
He appeared in the school's production of Oklahoma!
He dressed up as Mick Jagger for Hallowe'en
He was voted biggest flirt

In addition, there are a few things which aren't certain but can probably be inferred from both the episodes and the Yearbook:

Like Oz, he had to repeat his senior year
He was probably born in 1980 (if the above is true)
He is best friends with Oz (but this is never actually stated)

Everything else is fanon and conjecture. There may be further information contained within the novels although as I've only read a few I'm not sure. In any case it is quite impossible for some of them to fit into canon so it's safer to regard them as "fanfic someone got paid to write" rather than gospel truth.

This lack of information has not stopped fanfic writers creating quite a sophisticated fanon for Devon's character (indeed it probably encouraged them). More information on that can be found here.