horrors are nice for anti troop, and thanks to better saves they stay about a bit longer, they are worth taking.
if you take them then changeling should allways be taken.
bolt on the other hand, all depends on your anti-tank you have, against orks and other large armies you would be better off without it.
plaguebearers are great, amazing at holding objectives, and a solid unit thats hard to move, however they must be kept out of combat as they will fail pretty badly.
icons work well on them since they will last out a while.
noxious touch is a waste, since they shouldnt be in combat anyway, and 1 attack at WS3, S4 isnt really worth the points.
so all in all:
use horrors to make a fire line, use plagues to take objectives and make use of icons, the letters are great for armour and in general, all combat.
things like terminators get crushed pretty quickly by bloodletters.
[b]Additions[/u]
Anti-tank:
Soul grinders work well in support roles, keep them near the horrors to make a small fire base, they should be able to hunt tanks or troops depending on whats the biggest threat at the time.
Daemon princes work as great anti-tank, wings are pretty expensive, but if you need something capable of getting rid of an annoying tank fast, consider one.
Screamers are amazing for anti-tank, fast, cheap, sacrificial.
throw a small unit of 4-6 at a tank and watch it explode, 9/10 times you will lose the screamers, but thats what they are there for.
Greater daemons also work well in anti-tank roles, however they should be used differently.
thirster and keeper are very quick and able to take down tanks without any problems, unclean ones are possibly the worsed for this as they are far too slow, but they will do the job if they make it to a tank.
change is 100% ranged anti-tank, dont bother with
CC as it will take a while and he has more chance at range to survive.
Anti-troop:
horrors work well against low armour, massed shots mean they do fairly well in fire fights, and improved armour saves make them pretty good and worth taking.
flamers are amazing for all types of armour, the breath attack is one of the best in the dex since it kills guard and termies alike with ease.
letters simply kill everything in
CC, power weapon attacks kill marine without any problems atall, and a large ammount of attacks can keep them going against mobs of boyz.
fiends are very fragile, but thier speed and attacks give them an edge against smaller units.
bloodcrushers should be taken no matter what.
they have amazing stats, they are hard to kill and have a real punch in
CC.
daemon prince, kinda like before, but breath / gaze attacks work well for anti-troop roles.
soul grinders once again work well here as they do for tanks.
misc:
tzeentch heralds add nice mobile fire power when put in a chariot, great for tank hunting and avoiding
CC at the same time.
Khorne heralds are great to bolster combat, throw then into support and help out other units to get the job done quicker.
once again, they benefit alot from a chariot as it gives them more mobility, and keeps them alive longer.
skulltaker in a chariot also makes a nice
MC hunter, just weaken them a bit 1st to make sure he survives.
Epidemius isnt bad, but unless you have atleast 75% nurgle units then he has no place in an army.
bluescribes are amazing at killing anything, worth taking most of the time.
final note: Keep away from seekers and daemonettes, they die far too quickly and have no real use in any daemon army.
sorry about long post
bleeeeh 2/0/2 but what fun they are when they win 
Suffused with the dying memories of Sanguinus, the warriors of the Death Company seek only one thing: death in battle fighting against the enemies of the Emperor.