I wanted to write a separate Tactica in which to discuss how Daemon's can be used as an allied detachment. I bring this up because when they switch to an allied detachment the way the work changes drastically.
One of i believe the easiest and most practical uses are a herald and a unit to run with. for under 300 points this usually gives you 21 bodies either a greater or lesser gift and other goodies. what i like about this is for a reasonable points cost you grab yourself a scoring unit that can either deep strike or they can sit back in your backfield and allow your CSM force to do its job.
Now for me i try and tweak a bit more than most people probably do. when i'm picking an allied list i usually try and take a considerable chunk of points. my own khorne allied detachment is built towards 40 letters skulltaker karnack or a herald. a unit of hounds and eventually a soul grinder once i can figure out how to convert one up as MOK. I almost want this detachment to be as points heavy as my primary detachment. this will increase the number of bodies i have out in the field but it also gives the typical csm army some speed and nonstandard options to throw your opponent off into a bit of a panic.