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I started out as a Daemon player about a year ago when I started to play Warhammer 40k for the very first time. About a month or so ago, I started my first Chaos Space Marines army by buying the Battleforce, a Predator and 5 terminators. Here's the thing; I'm finding it a lot easier to win using CSM then I do with Daemons and I'll repeat myself, a lot easier! If you are a player who plays both Chaos factions, I'd love to hear your opinion on which army is easier to win with and why. I'm not sure I know why for sure, but I think the CSM have better unit builds and firepower than the Daemons. I find with Daemons, in order to have a good army build, you must consider the 4 Chaos gods and what they have to offer. In the CSM army, the 4 Gods can be easily blended in. For example: With Daemons, if you want a great assault army, you should pick Bloodletters as a troop choice, but they can't fire. So if you want ranged weapons, you need Pink Horrors, which are useless in close combat. If you want a balance of ranged and CC, you need both Bloodletters and Pink Horrors. In a CSM army for both ranged and CC, take a regular Marine. If you want to dress his unit up, give them an icon, simple. I mean with Daemons, it nice to have Invulnerable all a round, fearless and immunity to instant death, but the deployment options are somewhat hard to get your head around especially if Daemons is the first army you ever play.
PS: since this is a uni-army question, I will double post this in the Daemons section to get a broader range of answers.
I find I have a better win ratio with my Nurgle/Tzeentch Daemon army than my Deathguard CSMs. The extra speed and control of the daemon deepstriking really helps.
For 1500 points I use...
Daemons: GUO, 3x3 flamers, 2x10 Horrors, 2x7 PBs, 2 Tz Princes with bolt and a tooled up Nurgle prince.
Deathguard: 2xPrince, 4x7 PMs, 2 Rhinos, 7 Nurgle termies with combiplas.
Quorn! - Protein for the Protein God.
I think that daemon armies take more getting used too, and that you also have to consider your army list more carefully for a balance. However, with CSM, as most units can fullfill most rolls, deployment, and tactics are easier. Daemons require more thought towards tactics and choices, but once these are refined, their speciality and their speed and ability to catch the opponent unawares deployment wise can make them an effective force. I find that depending on how you play, either force can be as effective.
I'll admit, I'm not a great tactician in my old age. I blame pain meds that I'm on; makes it hard to think sometimes. I'm just finding that CSM are so much easier to use. Not to say that I don't like the Daemons. I think I just need more units to choose from with Daemons and try differnt combos to get a right mix. With CSM, it just seems whatever combo you use, you seem to have a fighting chance to win, but with Daemons you really need to have a good list or you will lose badly. I'm glad to see MadCat has such good luck with Daemons because if truth be known, I like Daemons more. Daemons are not a Space Marine spin off and I really like that. I just have to buckle down and sort out my short-comings is all.