Ahahaha... that made me laugh so hard I'm going to have to rep you for that once I'm done here.Hold on, I'll activate the Katie Drake signal.
Okay, to the OP:
If you plan on playing in a competitive environment against other competitive players that are playing armies that don't suffer really bad in serious play, please pick any army other than Daemons.
Well, okay. Maybe not any other army. I wouldn't suggest picking up Daemonhunters for example. Or Necrons. But pretty much any army other than that.
Chaos Daemons have severe weaknesses that take a lot of skill and more than a little luck to overcome. Namely, Daemons are terrible against vehicles.
We're almost certainly going to have people posting here talking about how Daemons can deal with vehicles and how they do it all the time and so on.
Bullshit. Don't listen to it. Fact is, Daemons struggle badly against armies that are fully mechanized. The main reason for this is that Daemons have very few ranged attacks that are capable of cracking open armored targets to get at the juicy infantry inside. Bolt of Tzeentch is okay, but with only Strength 8 and one shot it isn't terrible reliable, even with its awesome AP value. The Soul Grinder's Tongue attack has an impressive profile, but due to the Grinder's poor Ballistic Skill it's far from reliable.
Sadly, the most reliable way to deal with mechanized armies for Daemons is to chase after them and try to crack them open in close combat. Some people will throw Greater Daemons and Daemon Princes at these sorts of targets, but this is a waste of their potential in almost all cases - only throw a Bloodthirster at a tank if it's the only thing close enough to reach or if said tank is a Land Raider. For everything else, use Fiends. Fiends are good. Really good. You want lots of Fiends. Preferably the maximum of 18. Yes, that's a lot of the same model. Yes, it might get kind of boring painting that many. No, I really don't recommend buying 18 of the GW Fiend models because those things are hideously expensive. Convert up Lizardman/Dark Elf Cold Ones instead and save yourself a bundle of cash.
So again, if you're looking to play competitively, please, for your own sake turn away and find another army. I'm really telling you this for your own good. I play Daemons. I love my Daemons army. But I learned the hard way that Chaos Daemons just don't function well in serious environments. If you're just going to be playing with friends or in a very casual group, you'll be fine. Otherwise... look elsewhere.