So after posting this one a while back, I really started thinking he looked too Eldar-ish. I HATE all things Eldar, and couldn't have that, so I did a quick head swap. That Chaos Marauder head did the trick. He still looks degenerate enough to be a worshiper of Slaanesh, and the scale worked great with the mini, which is a little on the small side.
Looking over the Slaneesh Psychic Powers, they seem to be not so bad. I like these as they are balanced; they target enemy shooters, friendly troops, and hordes well, so a little bit of everything.
Sensory Overload - This is your Primaris Power. Decent range, although that's pretty close if you want to go after Riptides, Knights, or Reavers with it. Blinding any of those is awesome though, providing they fail the Initiative test.
Symphony of Pain - I HOPE YOU LIKE PAIN! This one is so-so, although having two sorcerers cast this with some Noise Marine back-up could be gold. Getting the power on both is problematic, but if you run a Slaneeshi Daemon Prince and a Sorcerer you could make it work.
Ecstatic Seizures - Horde killer extraordinaire. Hit a big bunch of Orks or Bugs (looking at you Tony!) with this and watch them melt.