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I'm thinking the battalion set would be a good start, but what then?

I'm liking the look/feel of a Lord on Juggernaught, but I'm not sure how/if to make use of it.

Are daemon princes any good?

Would it be worth the time to put together lots of marauders, or should I stick to knights and chaos warriors?

In short: Help for a new Chaos player?

After the Battalion box, I would add more Warriors and Marauders. A big ol' horde of marauders armed with great weapons will make a pretty solid road block, and Warriors are just awesome!

When I started my army I concentrated on getting a second Warrior unit and then adding to the marauders. After that I got still more Warriors and some Chosen, as well as a secong unit of Horsemen.

I don't play Khorne (Nurgle for me), but the Lord on a Juggy with a unit of Knights is really scary! They'll hit like a Mack Truck and should be survivable enough to live through the inevitable counter-attack. Give the Knights a Magic Standard (perhaps the Banner of Swiftness) and turn them loose on your opponent.

I have never used a Daemon Prince, so I do not feel qualified to answer in regards to taking one...

After that, just play some games and see where your army needs improvement and then modify your list to suit.

I hope this small amount of advise helps you.

Have fun!

I just finished building my 2k WoC list, and learned a lot in the process.

Massive blocks (10x4 or 10x5) of Marauders with Great Weapons and MoK are extremely useful.

Daemon Princes can't join units, and are very expensive to get to level 4 Magic, so they aren't as good as a Sorc Lord.
A level 4 Sorc Lord, with your Hero BSB, in a unit of Warriors with MoT is a scary unit.

If you want to go with a Lord and Jugger, put him in with a unit of Knights, no larger than 5 Knights (3x2 block).
They are too expensive otherwise.

Hope this helps.

One note, if you put your lord with demon mount (any other than a horse and maybe palanquin) and 6 cav models, you can rank with the lord and 3 horse in two ranks, and disrupt enemy ranks if you flank. Until a knight gets dropped at least. That extra 40 points might well be worth it, as it can let your units destroy enemy blocks from the flank. Your enemy will get 7 models in base (maybe 8 if on 20mm) 2 of whom must attack your lord/hero, while you get a pile of attacks from your very tough to kill unit. Winning on casualties and negating any of their rank bonuses can smash them right away. I am thinking that exploiting the "50x50 counts as two models) trick is really the way to make WoC cavalry destructive with just 6-7 troopers and a hero/lord on whatever mount makes sense.

I've been thinking about using the Khorne Lord on Juggernaught once I bring my army up to 3000pts. The only problem being is my BSB already accompanies my Chaos Knights so adding the Lord to the unit seems like overkill. I'm wondering if the lord has enough survivability to last on his own. For this I would consider decking him out with The Crimson Armour of Dargan - not only fitting, but it would stop warmachines and magic weapons for causing him more than a single wound at once. Another item that seems essential with this is the Dawn stone for rerollable armor saves. Combined I think they would be enough to get the Lord into combat (making use of cover where possible) while the remainder of his points could be spent on a cheap magic weapon and Favour of the Gods.

The other option I was consider for a lone Chaos Lord was on a Demon Steed with the MoT and the Talisman of Preservation. 3+ ward save on top of the high toughness and armour save seems almost invincible. For this reason I can predict the dice gods almost certainly failing me at a crucial moment - the titanic effect. You sunk my Chaos Lord.

I'd love feedback.
Hope this isn't considered a rez.

What is this "overkill" of which you speak?

Honestly, I might favor putting a second character in the knights with your BSB just to have someone else to tank Challenges. In fact, why are you putting your BSB in with cav? Wouldn't he be better off in your line troops? (Or are your knights line troops?)

For the moment its simply because I have the model and don't have another suitable BSB model.
Maybe I should consider a BSB on foot, I do have several infantry units it could go in, which might let me use my knights more freely without having to worry about keeping the BSB in range of other units.
I have no worries about my current BSB accepting challenges though, he will make mince meat out of anything less than a dwarf lord. edit: and for them the unit champion can act as a bodyguard.

BSB is best in a squad like Chosen, because you want them to be leading the army, and in the thick of it. Lords should be with knights, who gallop around kicking everything's ass while looking like epic cool dudes in the process.

I might argue that putting the BSB in less of a small elite unit like chosen and instead into a larger, more sturdy block like 40 sword and board marauders or 18+ tizz warriors is a better idea. My thought it that target saturation will help protect all the units in the army, especially the BSB.

For instance, say I have two units in my army which can host the BSB, one a 10 man chosen squad with shields and halberds and MoT (220 points I think) the other a 35 man marauder unit with shields and light armor and MoT (~220 I think). In the first case, my opponent can kill two birds with one stone thrower, or cannon as the case may be, by focusing all his fire on the Chosen. Every model he drops removes a scary killer he wants dead as well as possibly the BSB with a failed LoS! roll or simply doing 10+ wounds. The turtle marauders can be ignored for a bit, as they are not a huge offensive threat. Doing wounds to the Chosen is harder, but then again much more valuable over all.
In the second case, he now has to choose whether to shoot scary killing machines, or the big anvil that is protecting the standard. If he shoots the marauders, he will kill more, but then will also need to kill more to get to the BSB (to deny LoS!) and all the while those Chosen are getting closer and closer unscathed. If he shoots the Chosen he missed out on the new fun mini-game of "Kill the BSB".

That's how I am seeing it at least, but it is still mostly theory not backed up by a great deal of empirical practice.