Basic Questions
The demons knew who Jesus was but did not have faith in Him. There is a difference between faith and knowledge.
John 6:29     Jesus answered and said to them, "This is the work of God, that you believe in Him whom He has sent."
Digging Deeper
Were they concerned about being sent away, or ordered into the Abyss (Abaddon in Greek means Destruction)?
Rev 11:7    
Rev 17:8
- The anti-christ or beast comes up out of the Abyss.
Why did they request being sent into the pigs?
Maybe they thought they would be spared.
The spirits going into the pigs and then the pigs rushing down a steep bank into a lake symbolise the spirits going into the Abyss (destruction).
What instructions does Scripture provide about casting out, and being protected from evil spirits?
Instructions for casting out:
Ask for protection for all present.
Use the name of Jesus to "cast out". Send spirits to Jesus - Jesus knows what to do with them.
Ask for filling of the Holy Spirit - this is a "continual" thing.
Jesus' name is protection.    
John 17    
Phil 2:9-11    
Proverbs 18:10
Armor of God.    
Eph 6:10-20
Read    
Jesus' Prayer    
A Promise and a Prayer.
Jesus' name is protection.
Jesus' prayer of protection for His disciples applies to us today.