just remembered a question as well; are Daemon psykers still limited to only half of their abilities coming from their god's Discipline, or was that changed?
Whilst the disciplines got larger (a full 7 powers) nowhere is this restriction withdrawn in Curse Of The Wulfen, so yes.
Daemon princes are a good anti-flyer weapon - take the lash and roll for biomancy and you can throw out
2D6 high-strength shots + a vector strike.
I'm less used to slaaneshi daemons. The key is going to be getting up the board as fast as possible on turn 1, and then moving into assault range and/or deep striking reserves in on turn 2.
Soulgrinders aren't a bad idea simply because your army always has relatively few heavy units. With Daemon of Slaanesh, arming it with a warpsword and the torrent power and hoofing it up the board alongside your more fragile daemons might work - you'd need to ask someone with more experience.
Your base units are incredibly fragile. Your toughness (for daemonettes and seekers) comes from two sources - the Grimoire of True Names, and Telepathy powers. You could probably do with looking to max out both...
...On the plus side, generally you should only need to face one turn of fire. Seekers and Seeker chariots are FAST.
The biggest advantage of Seeker Chariots (and fiends) is the ability to charge into terrain. Remember that no matter your initiative, charging through terrain drops you to I1. Hammer of Wrath, however, still goes off at I10.
The other solution is the "instant frag grenades" Skull cannon, but that's not especially fluffy for a slaanesh army, is it?