Some quick demon tips

Hot, hot, hot.

Alright, now that the book is out, let's see what kind of silly stuff you can do with it.

Off the top of my head (in list format!).

General

• Make sure to take unit champions for all your units that can.  This does a few good things:  Gives you a cheap challenger that has an Master-Crafted AP2 weapon that strikes at I, decreases the chance the "3" roll on the Warpstorm table will hit one of your characters that matter, and further increases the amount of attacks the unit can have for half the price.
• The faction-specific banners aren't always a must-buy, but all of them are very good.  It completely depends what you need the unit to do:  Bloodcrushers will always buy it to reach combat quickly, but Slaanesh might not need it because he thinks he can just kill the unit in one go, or that believes WS5 is good enough.  Save whatever points you can.  Normal banners should only be on the units that you plan on deploying first.
• Instruments, on the other hand, are a must-have on units that have critical battlefield roles.  All big units should have Instruments, all important fighting units that can carry them should.  A prime example of this would be my 20-man unit of Daemonettes with re-roll Herald.  An example of an unit that you shouldn't have it on would be a 10-man unit of backfield-capping Plaguebearers who you want coming in later in the game anyway.  It goes without saying that Instruments also prevent your units from being smited by your rival god.
• Don't forget that Greater Demons (including the named ones) make your Daemon Princes Heavy.  If you want a flying circus, now's the time to let it loose.  Just remember that you're T5 and are subject to ID now.

Nurgle

• The GUO is basically unkillable if he takes Biomancy.  If he Iron Arms himself, you're looking at a T10 model before gifts.  Like most Greater Daemons, he's looking at Lv.3 as mandatory, 2 Greater Gifts and a Lesser one.  Take a look at the Balesword Greater Gift weapon and tell me you don't love the free ID on an AP2 MC.
• Nurgle units are the king of hugging cover and benefiting from it.  Their base troops with a Herald with FNP sitting in Ruins gives you a 2++ cover.  Those Nurgle flies and Beasts you have there can also provide cover for your GUO.  Put flies in front, Beasts behind and the GUO behind that.  There you have it, a wall of moving ridiculous cover.
• Speaking of which, the Soul Grinder can also benefit from the Ruins + Shrouded save as long 25% of him is covered.  Just have him sit somewhere and Phlegm all day.
• Beasts of Nurgle and the Plague Drones are both fantastic.  Make sure you take them if you want your units to push up in an endless tied of high toughness, high wound wall of cascading cover saves.  Just like Tyranids, cascading cover will be your best friend when advancing up the field.
• Keep in mind that despite all these ridiculous cover tricks, you have to understand that sometimes taking unkillable units does bad things for you.  Mainly the fact that your opponent will not bother shooting at them and shoot at easier targets.  That's why you have to go pure Nurgle!  I really think out of all the armies, Nurgle is the best mono-god build right now.  If everything is hard to kill, what choice do your opponents have?

Slaanesh

• The Keeper of Secrets is probably the best priced GD in my opinion.  He's ridiculously fast for a non-flyer and his stats are just out of control.  Make sure you take him with Telepathy as even the Primaris Psychic Shriek is very good for him to have.  I personally take him as a Lv.3 with 2 Greater Gifts and a Lesser.  The chance to roll the double S on 6s to hit lesser is just amazing (essentially acts as ID vs. most things).  Plus, you can always switch out for a Master-Crafted weapon if you don't like what you get.  Always hope for defensive Greater Gifts as the KoS needs all he can to get across the field.  Personally, I would cover hop until you have a good enough target saturation.
• Speaking of target saturation, I think Slaanesh daemons got some new toys.  I really like the Seekers right now with Cavalry, Outflank and Acute Senses.  The special rules gives you flexibility, but the Daemon of Slaanesh rule that gives you +6" to your run should be used until it hurts.  Take a full unit, led by a Herald with Move Through Cover, give the unit a Banner and Instrument, and run towards your opponents as fast as you can while claiming cover.  Next turn, if you roll one successful DS with say... 20 Daemonettes led by another Herald, you come on directly next to the Seekers, both units practically on top of your opponent.
• To make matters even more interesting, make sure to take Instruments on all your units that matter.  Why?  Because once that unit of 20 Daemonettes drop, another Instrument can activate and come in at the same time as the unit that just deepstruck in.  You're basically looking at a 2-for-1 deal every time.  So now picture this:  20 Seekers with Herald, 2 units of 20 Daemonettes with a Herald, a Keeper of Secrets, Screamers led by a Tz Divination Herald, and Chariots racing towards your face, all in your face on Turn 2.  Talk about target saturation.
• Min units of Daemonettes make for cheap reserve scoring units.  90 points is a pretty throwaway number, especially since they can come down and run D6 + 3" to capture a point.  That basically translates to 6" of DT-free movement the turn they come down.
• You might think Fiends suck, but they don't.  105 points makes for a great MSU choice that can disrupt the flow of battle.  They can make mess with Psykers within 12" and stacks with the Burning Chariot of Tz, and can assault an unit that typically goes faster than your I5 Daemonettes and render that advantage useless.

Tzeentch

• My Lord of Change is always Lv.3 with all 3 Divination, or Tz Primaris and 2 Divination.  Either way, you're mainly looking for Misfortune and Prescience.  Always, always take the Lesser Gift so you get the Staff of Change +2S Concussive while keeping your MC's AP2.  The next set of gifts are always defensive Greater Gifts.  There's no reason to skimp out on this guy, always go big or go home.  You should be at 305 when you finish.
• When people say Horrors suck, I can't help but laugh just like the Horrors would.  If you take a giant unit of 20 Horrors and give them a Lv.3 Herald with +1S to psychic attacks, you're looking at a force to be reckoned with.  Follow me here:  Lord of Change gives the unit Prescience.  Herald and Horrors test for Flickering Fire and throws all their Warp Charges into it.  Herald gets 4d6 S6 AP4 shots at BS4, Horrors get 4d6 S6 AP4 shots at BS3.  All of this re-rolls to hit due to Prescience.  Add in the Blasted Standard and you're getting an additional 2d6 S4 auto-hits.  With fickle damage like this (8d6 nets you 8-48 shots), you better hope your opponents roll poorly and you roll well on your Deny.
• Flamers might have taken a hit, but I don't know why people would think they're useless.  They were obviously overpowered before, but now S4 AP4 templates give them a defined purpose:  The mass killing of horde units, cover or not.  S4 is a lot better vs. T3 and under, but it's the AP4 that really offends people because everything in the damn game is MEQ.  Sure, the Flamers might not the greatest thing to kill MEQ, but they can still force enough wounds to do massive damage on a unit of 10 marines.  Don't be spoiled people, just do things the old fashion way:  Forced wounds.
• Screamers are still good, just not over the top like they were before.  Give them an Divination Herald to fly Disc with and you're just as lethal, if not more, than before.  Plus, I love the fact the the Herald can just bearhug the unit and give them Greater Locus of Change.  On a 4+, nothing exciting happens, but 5 for S5 or 6 for S6 turns the unit into something much deadlier than before.  The same applies to Flamers I guess.

Khorne

• The Bloodthirster is one hell of a brute.  You're paying good money for someone who can utterly wreck entire units by himself, and pose a serious threat to any IC in the game due to ID weapons.  The fact that he flies is just icing on the cake.  Despite all this, keep an eye on Skarbrand.  He's much cheaper than your kited out BT and he brings crazy to another level when he's on the battlefield.  I shit you not when I say he'll kill anything in close combat because he absolutely will, no challenge.  In an army that's built for close combat and wants to be in combat ASAP, I can see something utterly crazy here.  Remember what I said about units coming in 2-for-1 with Instruments and let blood rain from the skies.
• Heralds of Khorne should either be given Rage or Hatred.  Personally, I like Rage because when you already have S5 on the charge, more attacks will benefit you more vs. MEQ.  You're basically looking for 3s and 3s anyway, so you might as well bring your total attacks from 2 on the charge to 3 on your basic Bloodletter.  The Heralds themselves enjoy a fantastic 10-point upgrade that gives them AP2 and ID on 6s Axe of Khorne, and that's pretty much all they need.
• Always go big on Bloodletter units, there's no reason not to.  You're looking to maximize the amount of damage you can inflict and the only way you can do that is with the amount of bodies on the battlefield.  Daemons are paper-thin now, so you want as many of them as you can.  Your superior weapon stats will mow through most MEQ once you have the numbers to make it into combat.  Always take the Banner of Blood and use it to get into combat ASAP.
• With Bloodcrushers gaining the Cavalry rules, they should really use this to their advantage by moving up the field ASAP and finding some cover.  If you take Karnak, he can give them all Scout!  Who cares if they go through DT, just protect yourself long enough to drop massive blobs of Bloodletters onto your enemies.  Advance together with your entire army of bloodthirsty crazies and use your Skullcannons to give them all pseudo frag grenades for the kill.  The name of the game is target saturation and if you're not doing that, you're probably going to lose.