Chaos Knight
Daemon Knights AKA Chaos Knights are the eviler and spikier counterparts of the Imperial Knights. Due to the greatest hangover since the Age of Strife called the Horus Heresy, many Knight Households have fallen to Chaos over the centuries. Their crews have long since died but their souls have fused with Daemons, floating within shells of their war machines. The Knights themselves have mutated, spouting claws, flails, and other chaotic weapons.
For some reason, Slaanesh has a fetish for knights/titans of his/her/its own. You would think that these massive engines of destruction would be more suitable for Khorne or Nurgle right? Instead Slaanesh must glory hog all of these in order to compensate for his/her/its lack of Daemon Engines. Similar to the Slaanesh Subjugator, these daemonically altered knights look more like glorified flamingos than an actual threat. Than again Slaanesh strives for beauty and elegance rather than coolness and awesomeness so its all in character.
Variants
There are three main types of Slaanesh Daemon Knights. Each more pompous than the next. Well well well! Excuse me Princess! Who do you think I am? A Barbarian like Khorne? I am more cultured than that! >:(
Hell-Knight
Hell-Knights are one of the most specialized of the Slaaneshi knights and by far the least painful looking. Aside from Bolters, their main weapon is a Thermal Cannon which, albeit short-ranged, has enough power to pierce almost any armour plate with relative ease. Hell-Knights are often used to hunt down enemy Knights and even Titans, exploiting their speed to attack from the sides and overwhelm opponents. Moreover, they are excellent at infiltrating enemy positions, setting ambushes, and attacking support detachments and artillery. Their combat role is ironically similar to that of the Eldar's Revenant Titan, further mirroring the dark symbolism and relationship between Slaanesh and the Eldar.
In addition to this, they are perfectly suited to perform ambushes, and are often used in this respect. In packs, they can even destroy Imperator Titans, as was the case with the Praeco Deictus during the Battle of Kado. How a 100+foot tall Titan with weapons that can bathe entire armies in plasma can fall to these chicken walkers, no matter how daemonically possessed is a source of embarrassment to the Imperium.
Hell-Scourge
Hell-Scourges are slightly larger than the Hell-Knights.
While they look similar to the Hell-Knights, Hell-Scourges wield a massive Castigator Cannons. Hell-Scourges possess a certain pack instinct and are in constant telepathic communication with each other. As such, they make exceptionally well-coordinated assaults, outflanking their enemies with ease. This telepathic contact seems to encompass all Hell-Scourges present on the battlefield, or perhaps even further.
Overall they function similar to that of Hell-Knights, requiring large numbers to overwhelm larger machines.
Hell-Strider
Hell-Striders are the smallest of the Slaaneshi knights.
They are also the most painful to the eyes and look completely stupid. Looking more akin to a walking penisHOHOHO! But that is the entire point of my ingenious machines! Why else to design them in such a phallic appearance then to make my lovely Eldar wet themselves in delight!
Anyway being the smallest of the bunch, these vehicles are extremely mobile, able to flush enemy out of defenses with their powerful short-ranged weaponry. Like their older brothers sisters, in sufficient numbers, Hell-Striders can even hunt enemy Titans, picking off their prey's shields with their Lascannons, before closing in for the kill with their melta-beams.