I wouldn't use Vexing Devil . Knowing what they're up against, your opponent would almost always just let it resolve and stay on the board, with a Path to Exile or Dismember in-hand.

Shrine of Burning Rage , maybe? Modern doesn't have an incredible amount of Artifact removal and it could be more than lethal by your fourth turn.

@ zandl Thank you for your advice, I've thought it over as well and I have to agree with you on your assessment. But rather using Shrine of Burning Rage I'll use Keldon Marauders in it's place. Other than countering it from the onset it's 2 damage no matter what happens to it..