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I'm still very new to Daemons but I've always enjoyed the idea of a proud Knight house going rouge and subjecting to Chaos. Instead of adding a knight into a CSM army, could a knight or two backed solely by daemons be a useable army to build?
The idea of one corrupt house operating on their own summoning daemons to their house's aid sounds fun.
Rusty old beat up Knight with a Nurgle horde marching in front or something like that.

I imagine the added long range firepower would help offset the lack of what the Daemons have. But again, I'm just getting started into Daemons from my Necron usuals

Yep you can ally a knight in under the chaos keyword.
I like to run a super heavy detachment with Magnus+2 knights and a battalion of tzeentch daemons.