Reading through the newest Slaanesh battletome and I am pleased at how they are describing Slaanesh and their followers. They emphasize that Slaanesh is about temptation and that even one little indulgence sends you straight into depravity. And they really create some interesting characters and stories to go along with that.
The new character, Glutos Orscollion, was a starving thief that ate some grain tributed to a Slaaneshi daemon prince who cursed Glutos with eternal hunger. He was so wracked with hunger that he ate a corpse out of desperation, upon which the daemon prince that cursed him assuaged his anguish, promising him an end to his pain if he sampled some rarer dishes.
Sigvald was trapped in a mirror from Shadespire by Nagash for killing Krell. The mirror got in the hands of a follower of Slaanesh and Sigvald used that guy's vanity to destroy the mirror by showing him an ugly reflection of himself. Sigvald actually didn't make it out of the End Times without a scratch. He has a scar hidden somewhere that pisses him off to no end. Apparently he is leading an army to destroy the Ossiarch Bonereapers to send a middle finger to Nagash.
Syll'Esske are described as leading and army that is "standing up against the inequities of Chaotic tyranny", but in reality they just want to replace their masters that looked down upon them. Wait, does that mean their faction are the hippies of Warhammer?
There is a short description in the timeline about a dwarf that fell into worship of Slaanesh by making techno-organic golems. Another hint at chaos dwarves.
And there's a story at the end of the book in which a follower of Slaanesh is at a large gathering of warbands. He starts questioning his purpose in the grand scheme of things when someone shoves a knife in his back. What a great way to cap off the book. You can't escape Slaanesh. To dwell on your depravities is a moment of weakness that a more deranged follower is willing to exploit. The only thing you can do is just pursue even more and more pleasures, to prevent you from reflecting on the monster that you have become.