My theory (spoilers)
I think this could be a battle for souls, and neither entity is necessarily good. There's a possibility that the Japanese man wasn't the devil, as he taunts the priest by both showing stigmata, and a devilish appearance, but he also points out to the priest that it is what he is expecting to see - it is a test of faith. The girl taunts Jong-Goo by not giving him straight answers either, but tests his faith too by asking that he wait for the rooster to crow 3 times. Both fail the test: Jong-Goo loses his family and his sanity, and the priest gets his picture taken - presumably to be one of the next victims.
More evidence: Both the woman and the Japanese man are incredibly sinister. They both collect something from the victims. The Japanese man is at least more human in the beginning - he has a house, a dog, a passport. She is more ghost-like, disappearing at will, giving cryptic messages. Both have some sort of Christian traits: she throws stones, he is resurrected.
I think that she is the original evil, and the Japanese man was encroaching on her turf. I also think it is her resurrecting the dead. Jong-Yoo's family die before the third rooster crow but maybe her despair is that the souls belong to the Japanese man, and not her. Between the two of them they are using the villagers to battle against one another (remember she says she has set a 'trap' for the old man) as well as using their lack of faith and ridiculous superstition into play to drive them crazier and crazier.
As for the city slicker shaman, he too is being manipulated by both. I don't think he works for one or the other, and the reason he can't get his divinations right is because both are evil, rather than one evil one good. In this case his own arrogance is his downfall, even though he's the one that gets to walk away with the end, clearing up the evidence of his own failings, as he flees the scene.