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Is it any particular version, or are they all pretty good?

They have many innate strengths and weaknesses. They will all pretty much wreck face in close combat, they are viable anti-MEQ/TEQ, and if a FMC, can vector strike, and are viable anti-tank. On the other hand, T5 and at best a 3+ save, means that enough weight of bolter fire can take down your expensive model in one turn. And did I mention that they are expensive? Because daaaaammn they really are. Can also be tar pitted easily by fearless troops, who, even if they will ultimately die, can hold your prince up for a few turns, effectively taking him out of the game.

I plan on running a winged Nurgle DP in my daemons list as a heavy support choice, backed up by 2 soul grinders. I know Khornate Princes can be downright scary in combat, and quickly chew through a unit. Tzeentch princes provide some nice support to other units, and I've heard of nasty tricks people have been trying with winged Slaaneshi princes.

That being said, Daemon Princes are one of those units that will either kill half your opponents army, or die horribly off the bat. But if you wanted dependability, you wouldn't be playing Daemons now, would you?