[The Son of Horus]

Before anyone can give you any advice with tactics, we need to know what kind of Slaaneshi troops you want to field. There are a tremendous number of options ranging from daemons, beasts of chaos, and mortals. Slaanesh daemons are VERY fast and hit quite hard, albeit they are not particularly sturdy. Mortals who follow Slaanesh are excellent for going toe to toe with units that cause Fear or Terror, since they really don't care-- they're Immune to Psychology.

 

[The Son of Horus]

theyre also good at fighting off most troops
because they alwys strike first
and because of their immunity to psycology

Unfortunately, very few of their units actually have the Strikes First rule. Off the top of my head, only Steeds of Slaanesh and Greater Daemons, Daemon Princes, and Exalted Daemons (who don't get it by default but can buy it as a Daemonic Gift) have Strikes First. That's okay though, since they're really bloody fast regardless-- Steeds have a move of 10, so you'll probably get to charge.