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Really like the idea of a daemons army and could see myself building one before 8th edition comes and we are all doomed. I would prefer mono-god for thematic purposes maybe sprinkle in some CSM at some point. Could this be decent?

Daemonic Incursion Detachment
HQ
Keeper of Secrets, Lvl. 3-220

Flayertroupe
Herald of Slaanesh-45
10 Daemonettes-90
10 Daemonettes-90
10 Daemonettes-90
10 Daemonettes-90
10 Daemonettes-90
10 Daemonettes-90

Grand Cavalcade
Herald of Slaanesh, steed-60
10 Seekers-120
10 Seekers-120
10 Seekers-120
3 Chariots-120
Hellflayer-60
Hellflayer-60

Renegade Knight, Battle Cannon and Chainsword-375

1840 total

Looks great, slanneshi daemons can cut through flesh as if it were paper, goodbye MC's and GMC's . Although I would swap the KoS for a daemon prince with wings, psy lvl 3 and the 20 point slanneshi special weapon, roll on biomancy and your sorted. 2d6 str 9 hits will kill anything really. Also gives you more reliable damage against vehicles besides the knight.

I run a Slaanesh Incursion myself and I love it!
I highly recommend making use of the Loci. In an Incursion every unit from the same formation within 12" gets the bonus. So Exalted Locus for the 'nettes and the Lesser Locus for the horses.
I'd drop the chariots and instead make the seekers 6x5 models.
The Herald in the Daemonette formation also gets a steed to join a unit of seekers (the Daemonettes gain the Locus bonus anyways - when within 12", of course.
Etherblades for the Heralds are pretty sweet, but not mandatory of you're missing the points.
I love the Keeper but would only use him/her/it to make Daemon Princes Heavy Support for a Slaanesh Circus, honestly.
With the above changes you'd have the points for another Knight or maybe Be'lakor to make the Knight you have invisible.
What to do with the remaining points, I'm not that sure either, but I ALWAYS run the basic Slaanesh Incursion like that:

Herald, Steed, Exalted Locus
6x10 Daemonettes

Herald, Steed, Lesser Locus
6x5 Seekers