Do you want to go mortals or daemons?
If you want to go Daemons, I'll list out what I think are the pros and cons as I see them.
Pretenders - units of 10 or more get reroll 1's to hit, general gets 2 traits.
Seekers - if move is less than 10, add 1 to move and charge, if 10 or more, add 2 instead. Must charge if within 12"
Invaders - one general, but all three dudes get to use command abilities. Don't know how this works just yet in 2nd Edition, but it's suspected that it's one command point to use all 3. We'll see.
Keeper of Secrets
Pros - It's killy as all hell, with 6 2D attacks, and 2 D3 attacks all with rend. The sword of the keeper is one of the few instances of rend 2 in the army, also the only daemon with a command ability to help Slaanesh. Even in 2E with allowing other models to be your general, the keeper still is your best bed. Depending on how tournaments will go with Realm Rules, you may be stuck with Slaanesh artefacts, but thats not a bad thing as Slaanesh has one of the best artefacts, Breathtaker which forces an enemy unit within 3" to pile in and attack last. Meaning you could go up on a big nasty monster, and force it to be the last thing to retaliate, giving you a chance to do as much damage as possible. Reroll 1's to wound, and can cast. Slaanesh traits also work great because you can give stuff like +1 to hit if enough slaanesh daemons are near, or a further -1 to hit against it. Go pretenders and take both. Watch as you cleave through everything.
Cons - The model is old and sucks, imo. Also, it has 10 wounds, and costs as much as a blood thirster who has 14 and flies. There is only one variant, currently, of the keeper of secrets, and it kind of brings the same thing to the table as the rest of your army, a bunch of lowish damage attacks and is fast. It can cast, but it's unique spell is unlikely to do much. Hope again for realm spells being a thing tournaments use so that the keeper has more worthwhile spells to cast.
Conclusion: Regardless of the cons, you need it in your list. Some people take 2 because they are so killy.
Literally better in every way, swords do 3 damage and she has 4 attacks base with them. Also command ability has a farther distance. She can only be taken once in your army, but she isn't unique. She can be given relics and command traits. Do so and make her a monster that she already is.
Con: 500 points as of now. thats a 1/4 of your army
Putting them all here. The heralds on foot/Seeker are okay. They hit on 3's and can reroll saves. They are just okay, but cheap at 60 pts to activate demon abilities.
Heralds on Chariots
Faster and have more attacks, but on the charge they can do mortal wounds. In the new edition, you get points for having them die, so what better way than expensive roadblocks. Enemy heroes have a -1 to hit them. Exalted variant gives enemies that they charged a +1 to battleshock.
Daemonettes: Battleline. Blenders. Crab Girls. 4/4/-1/1 stateline with 2 attacks, 3 on leader. Each 6 to hit is another attack and in 20+ models, each 5/6 is an additional hit. These girls want a source of +1 to hit. I take them in squads of 30 to weather the storm of losing models, but when these girls hit, they hit hard. The nice thing is that all the other daemons have moved to 32mm bases, but daemonettes, as tiny as they are, are still on 25's. This means you can effectively rank them up to get 2 rows deep. These girls also run and charge, and with a 6" move, they do quite well for themselves. Keep a Daemon hero near them to make the enemy reroll successful hit roll's of 6's.
Cons - None. Unless you really love Diaz Daemonettes, then still no con. Maybe no consistent way to give the girls a +1 to hit for more attack shenanigans. Any negative to hit modifers ruin these girls days.
Hellstriders: Battleline if slaanesh. Slaanesh Marauder Calv with the best support banner in the game. Take the Enrapturing Banner to give a model to model aura of -1 to hit. They are okay in combat, though I never use them for it. They make great body guards for the keeper of secrets or daemonettes to make a really frustrating combination of making opponents reroll 6's, then apply a -1 to hit. I run these guys in min squads for this reason. Banners do not stack, but thats fine, you want the flexibility to placing more of these guys around the table. I take 2 squads in my lists, but I wouldn't mind maybe adding a third in at some point.
Cons: I find mine do poorly in combat. I suggest do not falling for the trap of large squads. While they have a chance to do better the more they are in combat, you have better tools for this job. Hellstriders need around 2 to 3 successful combats to gain enough +attack to be scary, and sigmar games do not last that long.
Seekers of Slaanesh
Calv girls who are daemonettes on seekers. Seekers move 12" but can run 2d6 and run. A good enough run can see these girls in the back field early on. No bonuses for large squads. Keep a hero near them to give them +1 to run and charge. Seeker mounts have the same profile as the daemonettes but no rend, and no generating attacks
Cons: They will outpace heroes.
Pros: Fast, have a -1 to hit them in combat. Can have rend 2 on their attacks but only conditionally
Cons: Old models. They are just... okay. Skip
Non herald version. does mortal wounds for every model within 1" after it charges. Auto run's 6. Battleline if you take an exalted herald on chariot.
Con: It's not exalted.
Non herald. It can't auto run 6" but instead a mortal wound, does d3 mortal wounds. Much better. also 17 attacks. Make it a herald for 20. They still kinda do okay in combat.
Like seeker chariots, but if they do wounds in the charge phase, you get rerolls of some sort.
I tend to skip these.
My list as of now, pending some point charges.
2x herald on exalted chariot
Chaos Sorcerer Lord on Manticore (On foot one probably better for unique spell)
Gaunt Summoner (ally)
And I took a balewind.
This list is currently illegal in current points. The Gaunt Summoner went up 60 points, bringing my total allies to 420 and just illegal. He might come out, but with him beign such a good caster, I might lost a jabberslythe. I'll still play around with the list.