Chaos is very similar to normal Space Marines in terms of gameplay. However all of their units are much more Close Combat oriented. All of them (with the sole exception of the Thousand Sons) come with 2 CCWs as standard and/or have more than one attack. Their Psychic Powers are also rather powerful, especially the Lash Psychic Power. Plague Marines are probably one of the more balanced Cult Troopers, since they're competent (but do not excel) at close combat and are made to ride up in a rhino and gunline the enemy to death. Obliterators have weapons that work against almost any enemy, while Berserkers, Possessed and Chosen being close combat specialists.
One of the temptations of a CSM army is to play Mono-god. There are a few cookie cutter builds out there that are very balanced and competitive, but Mono-god armies are very hard to play, depending on how close you wanna stick to fluff. I personally play a Mono god Khorne Army, and it's very hard since I adhere to the fluff very closely, restricting myself primarily to only Berserkers, Kharn and a few assaulty tanks and Dreads.
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