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Hey, so I'm still working on my thousands sons list. I want the whole list to be made up of units from the csm codex. This is what I'm thinking so far:

assault:
2 heldrakes w/ baleflamers
daemon prince w/ 3 psyk, spell fam, wings, pwr armor, blk mace, DoT
mid-field blob:
ahriman
2 squads of 9 Thousand Sons with melta bombs and rhinos w/ havoc launchers
squad of 35 cultists with MoT 3 heavy stubbers and 32 lasguns
Flank:
3 oblits w/ MoT, Vets
thats 1996 points total

The whole idea is that I infiltrate the obliterators to flank the enemy while pushing forward my 3 very scary assault units. The mid-field blob seizes the objectives and blasts anything to pieces that gets near it.
I'd appreciate all advice, but im thinking about several specific things:
Should I take 2 vindicators instead of heldrakes?
I really, really, really want to put a helbrute in my list. How should i do this? I was thinking dual heavy flamers or a plasma cannon
How beefed up should i make my daemon prince? Is he too much of a point trap right now?
more/less cultists?
more/less thousand sons?
thanks!

Hiya. I can offer some advice based on my own observations while playing Thousand Sons, if you don't mind.

I think your list is 1987.

What you've got:
-Drakes. Yep. Two is great. Don't ever let anyone give you crap for using one of the best units in our book. It is Tzeentchy and Thousand Sons love the air support. Don't forget Soulblaze because there will be times when that template leaves one marine standing and you've already used Daemonforge.

-Ahriman. A good choice, but remember: If you're not using 3x Witchfires a turn, you're wasting his points (you're paying for the Black Staff, really). A good idea is to default to Smite, Flame Breath and Psychic Shriek if you're in a hurry to play a game. Those powers won't disappoint, even against Terminators.

-It's okay to pack 10 Thousand Sons into a Rhino. Only use 9-man units if you want to put a Character in with their Rhino. Havoc Launchers are useless for Thousand Sons. If you're not in Reserves waiting to Outflank because of Ahriman's Warlord Trait, you should be moving up 18" as much as possible to get those AP3 bolters in position. So that means the Havoc Launcher is not firing. Most opponents will destroy your Rhinos anyway before they can really shoot the havoc launcher. Best keep your Tsons units cheap. 300 for a squad in a Rhino. If you want to give weapons to Rhinos for when they Outflank, Combi-Plasma or Combi-Melta is better.

-35 Cultists gets swept off the board to fast in melee. If you're using them as a bunker for Ahriman that's bad because he'll be accepting that challenge vs. the Swarmlord or something and it's goodbye Cultists afterwards. Best turn the cultists into 2x units of 15. Large units are best as Zombies for Typhus, but that obviously is outta the question. Right? Right! : ] Another thing about Ahriman in units of Cultists is that you're probably trying to roll powers like Invisibility and Hallucination. While being great powers, they (believe it or not) waste a Mastery Level 4 sorcerer. The point is Ahriman is best using 4 psychic powers a turn, whether he ends up hurting himself or not. That's why he has +1 Wound over regular Chaos Sorcerers.

-Obliterators need MoN if taken at all to avoid Instant Death. If you like the MoTz, then it does have it's place (vs. Plasma, for instance). Another thing about the Oblits- Why infiltrate them closer when so many armies have nice Insta-death stuff for our Toughness 4 Oblits? That 4++ won't save them much when you ask to be within range. If you want to use Ahriman to auto-infiltrate one unit, it should be Thousand Sons, and only if you get first turn. They are much more resilient than 3 MoTz oblits (when up close to the enemy).

-I have my own views on Daemon Princes from the CSM book. Yep, you're gonna hear 'em! It ticks me off that there are so many Witchfires.. If you're trying to get Iron Arm from Biomancy, you need a Tzeentch Prince from the Daemons Codex.. but If you absolutely can't use Allies, then just take a Prince with MoTz, Wings, Armor, Black Mace. Keep them under 270pts.

-2 Vindicators would be nice in this list.. In my area they'd just get blown up by melta sternguard or something. Definitely need to keep the Drakes, though.

-If you take a Helbrute (at all) it needs to be with Reaper AC and ML. I avoid them because they don't stick around long.

I used this to great effect for a while:

2000pts
Ahriman (Warlord)
DP of Tzeentch- Wings, 3+, Black Mace
9 Tsons- Rhino
9 Tsons- Rhino
15 Cultists
15 Cultists
Heldrake- Baleflamer
Heldrake- Baflamer
Vindicator- Possession, TL Bolter
Vindicator- Possession, TL Bolter
5 Havocs- Plasma Gun x4, Combi- Plasma, Rhino w/ Combi-Plasma

Look at all the goodies we have now, without Marks on Cultists/Autoguns/Stubbers and Mastery Levels on the Prince. The key to Thousand Sons is figuring out which units in your list need to be bare minimum, and which ones you can spend money on. Tsons don't need anything but Rhinos, Cultists should be nekkid and specialist units (Havocs) can be kitted out like crazy towards a purpose. Like slaying Terminators.

This list has an auto-outflanking or Infiltrating unit of Havocs with max plasma fun. Ahriman always joins them. Always. The amount of firepower him and his unit can release is absolutely stupid. The vindicators have TL Bolters since weapon destroyed results are randomized. The list is built so that if you roll 3 Infiltrating Units via the Warlord Trait, it will be Ahriman+Havocs and both units of Thousand Sons. A word of caution: Some people will argue to death whether or not Ahriman can give himself Infiltrate and join a unit during deployment (giving them the rule as well). Whether or not it's that way in your area, that's how we play it here.. So before you do that, ask. This list uses the 9man (before I decided to start using 10) units of Tsons.

Hope this helps.. The best way to learn Thousand Sons is use tons of different units and get a feel for how they work. They are difficult, but the most rewarding army out there.

Welcome to the underdogs.

just a quick post as I'm starting CSM and love 1K sons, at work now so though if I post I can find this easily tomorrow.