Woo, a proper Daemon player. Non of this chaos wanabe lark! Well as I fellow Daemon player and with DP's as my favourite model, I feel as though I should try and offer my sage advice. Ok, my preferred DP's (and this is by no means the right or wrong DP to use, it's simply what I like). I like to use Iron Hide, Mark of Nurgle and Noxious Touch. If the points are spare I'll stick in a Breath of Chaos (but I usually have a unit or 2 of Flamers so not always essential). I like this DP build as he's good, solid and tough, and can go up against other big beasties and wound them easily.
However you may wish to tailor your DP to suit the enemy you are facing. Another way of adding a bit of survivability to him would be to give him the Mark of Tzeentch instead, then whatever else you choose to add. If you want all out assault and visceral violence, Khorne is the god for you, and then add Unholy Might.
If you're against fast moving armies, you may want to pay the extra for the wings so it's not a game of cat and mouse as you follow tanks around the field.
Hope this gives you a couple of ideas. Ultimately everyone has their favoured builds I think. Just have a play around and use what you like.
All the best and have fun. If you have any pictures of your DP I'd to see them.
Here's my guy, and I'm working on the Nurgle DP currently.