What’s My Must-Take Chaos Daemon Unit?
Bloodcrushers.
I NEVER leave home without 3+ of them. For a mere 40 points each, you get a Power-Weapon wielding, 3+ Armour Saving, Furious Charging, model with a WS that means you'll nearly always hit on 3s and wound on 3s (often on 2s). On the charge, these bad boys have a better Initiative that SMurfs, and get 4 attacks each that hit on 3s, wound on 2s, and deny armour saves.
Yeah, you probably won't always be fighting marines, but I think they're a good standard to compare killing power. I mean, if you can rip through SMurfs like butter, what odds does a guardsman (or Gaunt or Tau or Ork) have? You even deny Plague Marine's their ever so evil Feel No Pain save.
When I run my Daemons, you can be sure that I make sure to save at least 120 points for these guys to come along. Their only drawback is that they are a fire-magnet the turn the Deep Strike, so you have to be careful to protect them (you did take Chaos Icons to avoid scattering disasters, right?). Once they touch down though, the can mow through pretty much any other unit on the table.
Mnly complaint with Bloodcrushers is their models. Yeah, there's awesome; but it's hard to vary them enough to make them look distinct from each other. I've found that I can use some of the Fantasy Warriors of Chaos models as a stand-ins, and they've been great looking so far.
Here's one of my Fantasy models used as a Bloodcrusher (I still need to finish the head and base, but he's more finished than most of my work):

