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So, I'm considering starting a chaos army and, I'd like to have a slaanesh army, Both marines and daemons. But.. I'm curious, Is Slaanesh marines and Slaanesh Daemons any good..?

Slaanesh daemons are great. It's easy to build a pretty powerful Slaanesh-themed daemon army, so no point of going into details here too much. Now Slaanesh marines are another topic.
You have much less options here.

MoS marines, chosen, bikers and even raptors and terminators to some extent are fine when you have them in larger squads with a FNP icon where it's large point cost gets justified by squad numbers. I've run a squad of 20 slaanesh marines with Cypher and they did fine.

Noize marines are pretty decent either - even without an icon. I prefer to run them as a midfield controle squad with a siren and bolters+ccw. Blastmasters are way overpricd imo but some people like them.

But than here are where the problems start. MoS makes no sence or is not avaliable to the rest of the codex that you might want to take. Spawns, obliterators, havoks, mutilators - they all either benefit from MoN MUCH more or don't need marks, walkers simply don't have access to MoS.

In terms of CSM it's more a case that the entire codex is outdated. Slaanesh armies suffer alongside everyone else, sadly.

Slaanesh Daemons are evil. For one you have high Initative and rending on everything that doesn't outright ignore armor. Unlike Genestealers, you also have a huge number of attacks to get some use out of rending while also not suffering for it when one or two kicks the bucket. They also move fast, really fast. If Khorne is the huge battleaxe, then Slaanesh is the throwing knives.

As for CSM, they're sort of the middle ground. The units can get FnP but at a cost (although if you compare them to plague marines, it's not that big of an increase). Beyond that, they're basically Marines +1. They have Fearless over ATSKNF, I5 instead of I4, and can take an extra CCW on everyone. Their flamer equivalent (the doom siren) is superior to any flamers the marines can carry, Sonic Blasters are better storm bolters and finally Blastmasters are pretty awesome in the back field.

The main drawback is that outside of marines that can take icons, Slaanesh marines don't offer any more protection beyond that, so while that 20point marine can kill a lot, it won't be that much different than a normal 13 point marine at surviving a lot. This, of course, means that on units that are not focus on melee, the MoS ranges from mediocre (Terminators) to outright useless (Obliterators). Another major drawback is the loss of the "noise marine havocs" that use to exist in 4th edition. Basically, if you want a blast master, you'll have to buy 4 other marines for the 5th one to hold and waste a troops slot or elites slot. If you want another one once slots runs out, you'll have to pad out the squad more. Since they're already more expensive than normal marines, this adds up fast. And you can't combat Squad them, so you'll have to pay for that champion and get no use out of him.

On top of that, Slaaneshi special characters are generally lackluster. Compared to Kharn, Lucius is only good against masses of infantry and little else (while Kharn can pretty much browbeat anything short of a flyer into the ground) while The Masque (who does have her tricks) has a bit of a rule fumble with the Herald rule and can't join units to get herself a screen. This is good for the generic characters though, as it gives a lot more incentive to use them than the designated "special" character.

One good thing though is that if you're willing to dip into forge world rules (and you can convert this) you get access to the Sonic Dreadnought. Imagine a blastmaster mounted on a walking relentless platform. That is just evil (the rules are in Imperial Armour 13 I think).