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unfortunately demons are very versatile in their troop type so no single piece of advice. They all of a ward save so you'll be tasting your own medicine here. They are unbreakable so you won't get overruns, combat res, questing knights and multiple unit charges will help with this.
Fast Troops (slanesh) - should not be much of a problem try to get the charge to make even easier
Tough troops (nurgle) - Watch out for their regeneration, if you don't get the charge it will be a tough battle, questing knights help here.
Powerful troops (Khorne) - Better against your armour but still weak in body, get the charge to make best use of lance
Magic troops (tzeentch) - have not actually played against them yet(surprise) MR and scroll caddy damsels as per usual. need I mention to get the charge again?
Demon characters - I have only played against the Keeper of Secrets, Mask and the poison hero(name?)
don't have much advice against them right now, the Keeper is a big nasty piece of work if you can fight it by itself you have a chance to beat it with combat res and any other tricks you can through at it otherwise try to avoid it.
More important than anything is being able to charge. Everything causes fear, so you'll need to make checks.
Grail knights are immune to psychology,
Questing knights can reroll the check
Knights Errant are ItP on their impetous charge.