Maybe watch some battle reports online, see if Daemons play the way you'd like to, and if you're happy with their performance against a variety of enemies?
If they are for you, you've plenty of choice in Start Collecting! box sets, which are usually going to be the cheapest way into an army. I think all the Daemon sets have a pretty good mix of at least one HQ, a troops squad and a bigger centrepiece model. You'll also need the main rulebook (maybe) and a Codex for whichever army you go for.
Also worth bearing in mind, most of the Daemons Start Collecting! boxes have multiple options in the way some of the units can be built, so you'll probably want to take a look at the options so you end up with the one that suits you.
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