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So, as the topic suggests. Are Daemon armies just pretty much screwed against competent mechanized armies? My principal thoughts here would be mech-guard with their 8+ Chimeras, mech-Tau with lots of devilfish and hammerhead, or mech-Sisters with lots of Rhinos/Immolators and flamer squads, though I suppose mech-Marines and mech-Eldar would be strong too against daemons.

The general problem I have is that, aside from close combat, there's very few ways for Daemons to bust tanks, even transports. There's the S7 shot for Khornate daemons, the S8 AP1 Bolt of Tzeentch (which is really expensive, save in Horror squads, but then they're not shooting at infantry and wasting the rest of their shots), and Breath of Chaos, which can only glance vehicles. The Soulgrinder has a couple firing modes that can handle tanks, but at BS3 he's not exactly reliable. Now, daemons should have no problems busting up tanks in close combat, save perhaps the fast Eldar skimmers - there's enough rending and monstrous creatures in most lists to handle it. The problem is that destroying transports in combat does very little to the squads inside - S4 hits and pinning is not enough, especially compared to how it used to be entanglement. So a big squad or monster flies/runs up to the rhino/chimera/fish, destroys it, and then stands around looking silly and gets shot to pieces in the next turn, probably by the squad that was inside.

I can't think of a good way around this. Can anyone? Or is this just a horrible match-up for daemons? If so, how should the daemon player play if they want a chance to win?

Against MOBILE mech armies, yes they are in a bad spot.

Against static mech armies (like most IG Chimera lists), they can assault the rear armor and crush them by weight of attacks.

Assuming they survive the firepower a IG chimera list can pump out, anyway.

It is a horrible match-up for demons.

There are very few builds (if any, really) that can handle mobile mech armies.

Well, even against static mech armies I worry. It's not so much the blowing-up of the Chimeras and such, as I said most things in a Daemon list are good at that. The problem is that they're good at it in close combat, and then stand around next turn while the disembarked guys fire at them. It's an issue of killing enough tanks to get at the squishy guys inside while not taking a whole lot of firepower in the next turn, which I'm not sure they can stand up to.

But you're right in that highly mobile mech armies can do a lot of damage, able to strike in key places and daemons mostly not able to react fast enough. Sisters are the prime example of this, as are Eldar.

Given this, what should the Daemon player try to do? Agreed that it's a poor match up, what next? The Daemon player can't just concede the game when he sees the opposing army build, that's no fun, and not feasible in tournaments. How should the Daemons player handle drops - cluster around objectives, try to hit the transports as they zoom in, spread out themselves or focus more?

Edit: As a note, once the opponent's units are out of their transports, usually to rapid-fire, they have to be able to put down enough suppression fire to wipe out daemon units or reduce them to non-threatening status, or most daemon units will charge and significantly damage or wipe out the troops. This may be a good time to have spread out units of Nurgle daemons - plaguebearers and nurglings, for instance, in the front of your lines, giving at least a 4+ cover save to the units behind them. Likewise use of terrain will be crucial, as will making your opponent "pick his poison" - give him multiple types of units to shoot at and reasons for doing so: the plaguebearer squad with the icon ready to summon flamers against those nicely packed disembarked troops, the squad of horrors ready to fire in retribution (with changeling to possibly mess up your key fire), the threatening daemon prince, or the choppy squad of daemonettes that might be just out of range? Overloading your opponent with targets may be the best choice here. Of course, some armies are shooty enough that they can cause massive devastation on multiple units (Tau and IG come to mind), so this might not always work for the Daemons player.

Well I'll post a list that I think can handle mech armies and still be balanced, how about that?

Sure, that would help. I would hope that there would be more than one way to build and play daemons to have a chance against mech armies, though.

What about mounted deamonettes? Sure they can stand around and get shot up after the charge, but then the rest of your army can pounce on that unit. So lets say the deamonettes die. You've exchanged 1 KP for essentially 2.

Objective based missions, you can hunker down in terrain near the objectives and go to ground while taking fire, forcing the other player to finally close with you if he wants to attempt to win/force the draw.

The Tzeentch Daemons can put a hurting on some vehicles. All the units of Pink Horrors can get a real cheap Bolt of Tzeentch, the Heralds, Greater Daemons, and Daemon Princes can too (even the Flamers, but it's expensive!!). The Flamers can also just get a couple glancing hits themselves.

Add to that the two Mawcannon upgrades on the Soul Grinder, and there are a lot of ways to bust tanks outside of close combat...

...for Tzeentch. If you're running Khorne/Slaanesh, it's really going to be trouble trying to take out fast moving vehicles that you can only hit on 6's.

You do have some assault options, too. If nothing else, if the tanks don't move, your odds of hitting improve. If they do move, they'll shoot a lot less.

Against everything but Land Raiders, fiends have a pretty good chance of getting glances and penetrating hits. Screamers should work okay, too, although it would be nice if they had more attacks.

Unfortunately, for seekers and demonettes, the odds are running a bit thin with the newly nerfed rending.

And failing that, demon princes and greater demons would work.