Screening your unit with hounds (not such a bad idea anymore as you can re-roll failed panic tests now) can also work.
I think hand weapon and shield is now the best combintion. 3+ save vs shooting and Toughness 4, they will not get seriously hurt by anythign but war machines. Combined with the mark or nurgle or Tzentch/and/or the blasted standard, they will get accross the table. (mark of Tzentch with the blasted standard gives you a 4+ ward save against shooting, woot).
To me, chaos warriors should be used aggessively, march them right into the middle of the enemy army. Try to entice weak enemy units to flank charge you (you will win anyways, chaos warriros are that good). Empire detachments, skaven slaves/clanrats, elven spearmen, these types of units can easily be fended off even if they charge you on the rear or side. This allows your cavalry/etc to interecpt his elite units instead of worrying about the other stuff.
PLAYS: Daemons, Tomb Kings, Beastmen, Chaos Warriors, High Elves, Wood Elves (fantasy), Imperial Guard, Adeptus Titanicus (Epic), Eldar, Craftworld Eldar (BFG).