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you don't have an option and the cheapest one is 70pts with doomboltever Thousand sons unit MUST have a sorcerer but if they don't then they only roll 1D6 for solw and perposful so they are very much needed...however thay are expensive and will cost about 300pts per 9 man unit.
But eldar are the ones that can field the most psykers due to seer councils, then warlocks can be attatched to guardian squads (not that you'd want to use guardians mind) and i believe wraithguard too (I'm not an eldar player so don't quote me on that last one but it makes sense to me).