Warning: Shameless plug ahead...
For my own deamon prince I've used the wings and axe of the bloodthirster.
With a bit of converting and some creative placement of the wings, you can actually make them look quite 'different'

And in case you are interested in a bits list of the axe:

1. The two blades of the Bloodthirster axe, cut and repositioned
2. Two times the plasma gun from obliterator sprue.
3. The skull from the Slaanesh icon on the chaos vehicle accessory sprue.
4. A plate from the chaos tank accessory sprue.
5. The bunny ears from the juggernaut rider.
6. Bits from the eight pointed stars on the chaos vehicle accessory sprue.
7. A skull from the chaos tank accessory sprue.
8. The Bloodthirster axe hand.
9. The horns from the demon prince model.
10. The shoulderpad from the Juggernaut Champion of Khorne Arm.
11. Jewellers chain.
12. A bent steel rod from a hairbrush.
13. An old chaos marine shoulderpad.
14. The tusk from the chaos terminator champion.
15. The Bloodthirster whip hand.
16. The top spike of the Bloodthirster axe.
The shaft is just filed down greenstuff around a toothpick.
Good luck converting your own khornate deamon prince!