I only 40k for fun, so all of my armies are built around a set backstory or theme.
Currently my Daemons in progress are mono-Tzeentch, but also include some converted 'counts as' units such as Firewyrms of Tzeentch (Beast of Nurgle rules) & Chagebringers (Plaguedrone rules).
The entire army is even modeled to represent the Space Wolves' enmity towards Tzeentch in particular, with bitz of dead Space Puppies littering my bases. Alongside them are also a few bitz of roasted Eldar and for my biggest, baddest dudes the odd dead Grey Knight!
My favourite unit in the entire army is:
Tzaar'Quaysh, The Altered One, Accursed Conjurer - Tzherald w/Locus of Change, Mutating Warpblade + Lesser reward, Lv3 psyker (1 Tizz + 2 Div)
'The Corusacting Host' - 18 Pink Horrors w/full command, Blasted Standard, Etherblade.
Not optimised in the least, but damn is it fun to see Horrors actually launching assaults and hitting things with S5 or S6 on occasion! (or else opponents re-thinking their own assaults due to S5/6 re-rolling attacks!)
And the Warpblade is awesome for beating down Sergeants and growing some Chaos Spawns!
I'd also like to expand out and add in roughly 1500 - 2000pts worth each of Khorne & Slaanesh, just to add even more options & story potential.
To this I'm looking to add a bunch of CSM allies, including a sizable contingent of the Oracles of Change, a couple squads of Thousand Sons, a few Alpha Legion infiltrators and a small band of Fallen Angels. (to annoy my die-hard DA buddy!)