Yeah power weapons pretty much ruin plaguemarines day. Especially if it's from a character. IE I assaulted a plaguemarine unit with a unit of rending possessed, and Huron the Blackheart. Huron alone with 5 attacks with a power weapon, and all re-rolls to hit and wound pretty much decimated the unit.
Also pounced on a 10 man unit with a Archon, and 8 Wyches. I lost 1 wyche in 4 assault turns, and he lost the entire unit to the archon/succubus's agonizers.
They do work really well against shooty armies due to the feel no pain, and T5 they're harder to wound, and trade licks better. Basically they're T5 Necrons with more unit options.
Tzeentch I think is the hardest of them all. Their base weapons make everyone cringe. Their 4+ inv save really puts a damper on CC units that rely on power weapons to get the job done. As well the Sorcerer adds a very dangerous element should your opponent consider tossing a special character or multiwound model at them.
Berzerkers suck at range of course but are super nasty in CC. On the charge with a power weapon wielding skull champion they cut through anything like a hot knife through butter. Cost wise they're cheaper also.
Noise Marines high priced but OMG shooty. Nothing says Ouch like 27 shots of bolter in the face, and a S8 blast. Stack these guys up and at 24" few things can even dream of being that shooty.
Marks other than Chaos Glory I stray away from for basic units. The cost for most of the marks in general makes them not cost effective. Typically your paying around 3pts less than you would for actual cult troops for only a fraction of the bonuses.
For example Berzerkers are fearless, furious charge, +1 attack. For 3pts more than a CSM with mark of Khorne thats a steal.
Plaguemarines are T5, fearless, feel no pain. For 3pts more than a CSM with mark of nurgle.
The only time marks become cost effecient is Slaneesh, Chaos Glory, or in very large squads. For example a 20 man CSM squads pays only 2.5pts per marines for +1T, 1.2pts per marine for +1 Attack, 1pt per marines for +1I.
So don't get caught up in the hype. They're good for their points but not get out of here phenomenal. It comes down to what you like most of all.
I know some love plaguemarines like Necrons they can frustrate an opponent. I myself am torn between Khorne and Tzeentch. I would play Noice marines but I fear the cries of cheese when I opened up with 60+ shots per turn of bolter fire + heavy weapons.