I have heard that on some worlds they have like carnivals,etc. A inquisitor was investigating one that would show up at random, abduct a few people and then disappear. Turns out Slaanesh was having some fun. For the most part drinking, drugs and gambling is probably a big thing. My intention, during my first week in the Imperium, would be to get so plastered that if Kharne himself were to appear in my bathroom I would be so drunk that I wouldn't care. Imagine Spess Mehrens playing Rugby or Hockey though. That would be epic.
"You do not need to look to the stars to find the greatest obstacle this Conclave faces, my brothers. Simply gaze around this room and you will find such a sea of discord as to make your foes cackle with glee." - Inquisitor Eistus Gracker in address to the Calixian Conclave
"There are dark pitted corners of our universe that have bred the most unfathomable horrors and blasphemies that would burn and blind the sanest man. Fortunately sanity has never been a prerequisite of membership in the Holy Ordos." - Inquisitor Silas Marr