Fiends of Slaanesh are one of the best elite options for Chaos Daemons but unfortunately they have some of the oldest, unsightly, and expensive models. This squad was made from a box of Slaanesh Seekers +1 extra model purchased from eBay (project cost: $28 for 190pts, instead of $130+ retail ).
I started by removing the saddle and stirrup from the model with a razor blade, then attaching some left over Ork arms. I cut the Ork hands off and replaced them with the claws from the Slaanesh Daemonettes. A few extra spiky bits were glued/greenstuffed to the spine.
Over all this was a fairly simple modification with decent results, and still fits with the overall feeling of Slaanesh.