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Alright so I played in a 1k tournament today and managed to win it with the new daemons. My first impression was daemons were no longer a top notch army but seemed really random and fun. That was until I ran two level 3 tzeentch heralds in a block of pink horrors.

This squad can put out up to 12 d6 S6 Ap 4 shots a turn. 11 d6 if you take the time to make them prescience (should be auto include). Mind you they have to get psychic powers off to take the shots. The only two down sides is your opponent gets a chance to deny the witch, and that you cant overwatch with these guys.

Looking at the book it appears you can run up to 4 heralds in a list. A level 3 tzeentch herald is 95pts. He can take divination and change. I also take the grimnore on one of them every game for the chance to boost my invul save by +2 for a turn. There was a couple of times where I stacked forewarning (4++) with this ability and had a 2++ on the squad with tzeentch(which allows all saves of 1 to be re-rolled). If you can connect the dots that is a re-rollable 2++.

I suppose I need to get to my point. I think daemons are still a top tier army and will probably still dominate in the tournament scene. However, the overall list you will see doing it has shifted to more of a shooting army. Pink horrors are only 9pts a pop.

The hard counter for mass level 3 psykers...
Nids (if you can get close enough )
Rune priest space wolves (if you can survive being target priority number 1 for the game)
GK (Reinforced Aegis) The more I crunch it grey knights now seem like more of an anti daemon army. With the reliance on psychic powers for basic attacks. The grey knights could shut them down if they utilize all their benefits.

You can get 4 Heralds per detachment, so to get 8 Heralds you'd need to be playing a 2 detachment >=2000 point game.

It's nice, as you said, but the hard counter is anything faster than Infantry. You've already noted you can't overwatch it, and Horrors are not noted for their close combat prowess. You can also use Land Raiders to take care of it, a Land Raider Crusader would have a field day even before its occupants got stuck in.

Don't forget Runes of Warding, which can shutdown PSA.

Moreover, GK force weapons will now actually work on multi-wound daemons....and they've got Prefered Enemy to boot.

Yeah that is a lot of shots. Although it reeks to me of Weaken Resolve/Psychic Scream combo. Lots of chances for failure.

Also I think it will be much like the Battlewagon/Burna Boy combo. Its going to work once on an opponent. The next time they will be wary of it and take precautions.

Now I love me some Prescience, but I'm still undecided as to whether horrors are worth it. Sure they're 9 points, and they have a lot of shots, but the problem with them has been said -- it's psychic shooting.

A unit of Horrors attempts to shoot something with no psychic defenses at all. If my probabilities are correct, you have 91.66% to succeed on a LD10 Psychic test, which is as good as it gets. Then you have to break through a 6+ deny the witch, at 83.33% chance of success. So, your chances of getting any shots at all against a unit that has no psychic defenses at all, is ~76%. Chances are, you're failing one in four horror volleys, so you're almost certainly going to fail at least once every game with them. Remember that non-psychic shooting doesn't have to deal with this. And although you have prescience, you're still BS3 base, not BS4, so 75% instead of ~90% accuracy if you get through.

Now lets think of psychic defenses. Against GK, they have the Aegis, and a better DtW. Your test is Ld9, and their DtW is 5+ at worst. Ld9 is 83.33%, and getting through a 5+ is 66.66%, so you're now looking at ~55%. That's basically one out of every two volleys failing. If they have a Dreadnought, then your chances of getting anything through go down to ~27%.

Against SW, half of your volleys will be ignored right off the bat. Against Eldar, on average, around half of your volleys will fail, and kill a horror. It's about the same for Tyranids, except your perils chances are different.

Even the nerfed Psychic hood is now good against you. Upping DtW to at least a 5+, or even a 4+ if they're Level 2, makes your chances of a volley go off go down to ~61% for 5+, or ~45% for a 4+, in a bubble around their librarian.

When you shoot with horrors, you're putting a lot of stock in the few dice of the psychic test, and the DtW, and then you have to deal with the ramifications of actually shooting.

I should be happy about this, since it means my GK aegis actually works like it does in the fluff/codex pics, but it makes running Tzeentch Daemons more difficult. Lots of S6 shots is nice, and low-costed, but I'm not sure it's worth the chances of them completely derping out at the worst time. Again, Divination on Tzeentch heralds is amazing for their low price, but I will need to be convinced that pink horrors are what they should be buffing.

I think one or two squads of horrors + heralds can add a lot to the army. They excel at taking out light armor or FMCs due to the volume of STR 6 shooting.
Due to the brotherhood of psyker rule, you can manuver them through a ruins so you can have multiple arcs of fire. This helps you get rear/side armor on vehicles. All your shooting comes from one model.

A herald on a disk is a nice advantage, and well worth the 25 points. It lets you angle your herald to get the same shots that you want, and you can use him to do end game contesting with a 36" flat out onto an objective.

While your failing one out of 4 volleys, each squad is throwing out 2 volleys with the herald. There is only a 1/16 chance your going to be losing all shooting from a squad. Its not as critical as one might think.

Again, I want to stress -- this is not something I would make my entire army off of. There are far to many hard counters, Eldrad, Rune Priest, etc...
However, for a squad or two of support they fit that role very well.