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A Deamon Prince with wings, Mark of Tzeentch and Bolt of Tzeentch is about 200 points, but for 250 points the Lord of Change gives you a 3+invulnerable and +1S +1T, making him much more durable. I think he also gets a couple more shooting attacks but I don't have the codex on me so can't recall.
Is there anything to lose by simply going for a Lord of Change or two over winged deamon princes?

http://www.dakkadakka.com/dakkaforum/posts/list/458811.page