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So I am looking to build a 1500 point(ish) CSM/Deamons Slaanesh army. (No hellturkeys)

For the CSM side I currently have (on order)
Chaos Sorcerer - Bike
10 x CSM bikers with 2x melta and claw on sgt. (assume MoS and FNP)
10 x cultists

What to rock out on the Deamon side to keep with the Slaanesh feel? (KoS, Deamonetts, Seekers, Soul Grinder)

The Slaanesh deamons bring the punch but lack any supporting firepower or real AA. Should I be snagging Havocs or Obliterators for the punch?

u can allways go Helldrake... Or.. Soulgrinder of Slanesh

I run a pair of Slaaneshi Soulgrinders in a themed Slaanesh only daemons list. They're effective against light/medium armoured air (so orks, eldar, Tau, necrons, dark eldar) but struggle against all the AV12 flyers.

a lot of people use flying demon princes w/ the Lash of Slaanesh reward, and manoeuvre to get read armour shots.

Noise marines!

Slaanesh princes with the lash are much better heavy support options than soul grinders.

daemonettes and the keeper of secrets are amazing

As others have said, Lash Princes. If you can get Iron Arm, you have the best AA possible.

Daemonettes are lovely as well, but make sure you bring them in large hordes. They are extremely squishy, but if they make t to the enemy, they are amazingly killy.

Slaanesh DP and soulgrinder are both good. It depends how you want to build the rest of your army around them.

KoS is a good value MC considering his cost.

DP works good if you have other fast flyers. Soul Grinder mixes well with maulerfiends.

Daemonettes as troops choice for certain.

Seekers hit hard, but are pretty fragile. If you can keep them alive then they will eat through most things.

Really, the only "poor" choice in the book for Slaanesh are the fiends, and even then you could make an argument for them being situational.