The protagonist is an alcoholic novelist who falls from a balcony and dies in the first few pages. He finds himself in Dante's Inferno where he goes through the levels of hell accompanied by a stoic figure. That's all I can remember. Any of this ring a bell?
This may be Inferno by Larry Niven and Jerry Pournelle.
Description (slightly modified from Amazon's to avoid spoilers):
After being thrown out the window of his luxury apartment, science fiction writer Allen Carpentier wakes to find himself at the gates of hell. Feeling he's landed in a great opportunity for a book, he attempts to follow Dante's road map. Determined to meet Satan himself, Carpentier treks through the Nine Layers of Hell led by a guide, and encounters countless mental and physical tortures. As he struggles to escape, he's taken through new, puzzling, and outlandish versions of sin--recast for the present day.
The guide is later revealed to be