Demonic Brainstorm

There be demons..

First, if I go Demons, should I do fantasy square bases or 40K bases?  I think I want to play the army in 40K more simply because I like their mechanics a little more.  The idea of demons marching across the field in organized ranks always bothered me.. but them appearing out of nowhere via DS is awesome!  I also like look of the round bases a lot more.  Hmm... I think I just answered my own question.. but I want your guys input as well.

Alright guys, what do you think of this brainstorm without seeing any of the new rules?
Without seeing any of the points yet, this is what I want to construct:

The army will be led by a Keeper of Secrets.
The army will also have a Lord of Change if I like the rules, or just two smaller heralds.
The army will have several units of Daemonettes - I was thinking maybe 12 in each squad; 6x2.
The army will also have 12 Seekers.  Love the models, the style, looks good man.
The army will have 9 Flamers of Tzeentch.  Love the models, the rules look good too.
The army will have 6 Fiends of Slaanesh.  The models are great, the rules are great, they definitely scream Slaanesh like crazy.
The army will have 3 Burning Chariots of Tzeentch.  Why?  Because I am in LOVE with the models.  Plus I hear they're the best anti-tank in the army.

What do I do about anti-air?  Maybe the Lord of Change will help since it flies.  Other than that, I have no clue.  Even though Soul Grinders get Skyfire in the new rules, I don't like the mechanical hybrid looking thing of it all.  It's just not very.. demon-ish to me.  Of course, there's always the idea of allying in CSM with a Lv.3 Sorc for cheap buffs, a big unit of CSM with ADL to hold a point, and a Helldrake because they're incredible.  Sadly, I'm not a fan of the model as it falls into the same category as the Soul Grinder aesthetically.

I've decided to go with a Slaanesh and Tzeentch theme.  They hate Khorne and Nurgle and thus, I will not going that way.  Besides, I think I've had enough of Khorne and Nurgle.  Slaanesh and Tz will give me a lot of Rending, flamer templates, powerful high S low AP attacks, and the best of all, speed.

I haven't been this excited for a release since.. I can't even remember.  And to think High Elves and Eldar are later this year.. shit's gonna get expensive!  Thankfully I've sold my Death Guard, Blood Angels and Cygnar to fuel all this.