Yeah, Chaos already has their own psykers, called Sorcerers.
As for the assassins themselves, the Callidus assassin seems to get used the most, and was even used in the Imperial Guard list that won in Chicago's Ard Boyz finals this year.
As for the others, they all seem to be equally popular, although not used too much in IG or Space Marine lists, because of the trouble it takes to add one. The only assassins that don't seem to be used are the Death Cult assassins. I've only ever seen them used in apocalypse games.