Anybody who actually knows what it is, what are your opinions on the subject? Since reading about it, i've embraced the philosophy to some extent. I like the idea of putting oneself before others.

Yes, I also embrace the philosophy of the Church of Satan, for the most part. I'd suggest reading The Satanic Bible for more information on the subject. I'd also read some stuff by Friedrich Nietzsche.

From what I've read about Anton Lavey:

He either did do all that crap that is written about in the satanic bible, like shave his head and take crime scene photos, or did not and is a liar.

His daughter accused him of forcing women into prostitution and his ex-wife hates him. She also accuses him of cruelty to animals. His pet lion, they claim, had to be sold because La Vey did not know how to properly take care of it.

I recomend don't believe everything you read about him it seems like a lot of hype, but the philosophy definately is worth while.

The Temple of Set is related to Satanism somehow, I personally haven't looked into it.