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I am curious, what are the upper limits of a greater daemon's power according to fluff sources? Are there any examples in the sources that enable us to gain a relative power level in relation to other entities? For example, how does a Great Unclean One compare to an Avatar of Khain or a Bloodthirster to a C'tan, etc.

Depends. All Greater Daemons are powerful, but within that scale there are very vast differences. Technically, the Chaos Gods themselves are "Greater Daemons" (Greatest Daemons?). We also don't really know much about the C'Tan, excepting that, apparently, the Warp could feth them up real bad, which is why they used the Necrontyr to fight the Old Ones. In a one-on-one, it would really depend on the specific C'Tan and the specific Greater Daemon. Fateweaver would, for example, do really well against something like the Void Dragon, who is all about science and machines, as opposed to some run-of-the-mill Lord of Change, who might also do really well.

C'tan ( not shards) are way above the power lv of the greater daemons we are fielding on the board. They are closer to gods then to lv0-4 psykers.

Agreed. A 'complete' C'tan is going to be on a par with Daemon Lords, or other 'appear in the narrative rather than on the table' daemons, or even the Chaos Gods themselves (versus a third party, anyway, with a massive caveat for their vulnerability to the warp).

Comparing a Greater Daemon to the Avatar of Khaine is a bit redundant - the Avatar to all intents and purposes is a greater daemon, even to the point of having the Daemon special rule. It's always shown as a pretty close match against its four peers - albeit that Avatar Of The Bloody-Handed versus Keeper Of Secrets smackdowns tend to be especially violent grudge-matches for obvious reasons.

I recall an apocalypse book, I think it was the first Imperial armour apcalypse, where there was a Slaneesh, Nurgle and Khorne greater deamon. all for 666p, 777p and 888p respectively. Those guys are on a diffrent level from your average deamon.

Also there's deamons that posses space hulks so that might be a bit unfair.

Those are what are called Exalted Greater Daemons in the modern parlance, and they were pretty awesome.

http://www.forgeworld.co.uk/en-ES/Lord-of-Change-Greater-Daemon-of-Tzeentch