I've got a game under my belt now and had a good look through the Warhammer 40k Apocalypse rules specifically from a Chaos Space Marine perspective. I didn't play with Death Guard, Thousand Sons, R&H or Daemons so I'm not including them in this. I'm going to go through some general stuff then go into specific units that I have encountered, so on that note, I'm not going into units I have zero experience of.
Characters lack survivability.
So this caught me off guard, I was expecting like 40k my characters would be good in their own right, however they are generally weak (save the Lord Discordant which is a vehicle really). The Apoc rules for targeting characters as they stand mean that they are very easy to snipe out, particularly with barrage characters. My Warmaster was killed on the first turn by sniping Basilisks.
Legion traits are rolled into Command assets. I don't really see any duds in there. I used the Iron Warriors traits which TBH are better than the 40k equivalents (Iron Within, Iron Without gives a 5+ extra save against damage, like Feel no pain, and Siege Lords allows your army to target 1 building or units in 1 defensible position with SAT or SAP, meaning that your Lascannons for one turn are better than killing garrisoned infantry than your chaincanons).
Don't expect a "Fire twice" or other things that are the mainstay of Chaos at 40k. Chaos functions similarly in Apoc, but not the same.
MSU is not very good, having one wound is a good way to die, bigger units to do damage are better, as there are ways to heal damage (Nurgle marked units have a command asset to regain wounds, then their is a general "regain D3 Wounds" asset).
Daemon Shell command asset is great, it's just nasty.
The Heretic Astartes innate ability is re-rolling 1's on wounding, one D12's. This sounds mediocre, but I actually quite rate it, as that frustrating 1 is eliminated.
Chaos Lords are not terribly good in combat unless you've got the right command assets on them (like finest hour). 5 Power, I used them with support units, Havocs with Lascannons on aimed fire at hitting on 2's rerolling 1's with the Lord nearby. Like all characters vulnerable to artillery. In my game I had 3 units of Lascannons Havocs and thanks to the Lords Rerolls (and the Heretic Astartes re-roll 1's) they ripped through any vehicle they fired at.
Sorcerers are the cheapest HQ at 3 power (along with the Executioner guy) and this is in general for Psykers, as psychic powers are command asset cards in apoc rather than single abilities. This on paper makes them less useful, however I found having one as backup meant it was easy to keep my command asset cards coming in and the psychic powers they have in apoc are far more powerful than in 40k - Warp Time is still there, don't worry
Warpsmiths are cheap at 4 power and their ability to repair vehicles is brilliant. They are a dedicated support unit and quite survivable.
Daemon Princes I unfortunately don't really rate in apocalypse. They are "heavy" Characters, meaning they do not get the -1 to hit, neither do they have the 4+ save of the Lord Discordants. At 10 power they are double the cost of the Chaos Lord. My Daemon Prince never saw combat as they were sniped out. I would give a second look to the Khorne Daemon Prince, which has a SAT/SAP of 5+ which is good. My bias may change over time, especially if put in a horde with Daemon Engines for the re-roll 1's.
Daemon Engines in general in Apoc are really good for one reason; "Infernal Regeneration". In Apocalypse at the start of every turn (action phase) DE units regain one wound and remove a damage marker. This way more significant than in 40k; it is the equivalent of regaining half your wounds that several units tried to strip off you. 1 of my 2 Heldrakes survived the whole battle despite significant fire.
Helldrakes as an assault unit are mediocre, however with their speed and their baleflamer (don't take the Autocannon...) they are good at being an anti infantry unit with the ability to harass shooting units. I shut down 3 Leman Russes by charging the Helldrakes in and shutting them down. They can't hurt anything for toffee in combat but they have decent shooting. Baleflamers autohit so are good at sniping characters. Overall they're decent, do not think of them as an anti air unit though, they're anti infantry and harrasing.
Lord Discordants on their own are a bit pricey at 13 power. Always take the Baleflamer. They are as resilient as a 5 man terminator unit (more later) with better Ld and better move. They are best at buffing other Daemon Engines like in 40k and getting close. Take them with other Daemon Engines
Maulerfiends are excellent with Lord Discordants, they hit hard but are let down by their BS/WS, like 40k. At 8 power they are decently priced have half decent survivability in groups.
Defiler I didn't get much experience from this, but at 3 wounds it's tough as nails with decent shooting and combat, though as it's not a titanic unit you'll have to choose between combat or shooting, it's better in combat IMO
Havocs are glass cannons, they only have 1 wound, but Chaincannons, lascannons and Missile launchers are good, no idea why you'd take Autocannons or Heavy bolters if you have a reason not to. Their big weakness is they only have 1 wound, even garisoned they die quite quickly. They are a reason I am considering dusting off my chaos Bastion and Bunkers as if they were just a little more survivable they would be nasty as all hell.
Obliterators have a cost of an Imperial Knight for 3 but hit really hard in shooting. They will destroy almost anything they touch. I really want to field my force of 18 but at 150 power that's half an army.
Helbrutes are great. They do it both, I had my Lascannon/fist Helbrutes managed to counter charge a deep strike and still hit hard. I am biased as I love walking coffins, but they do seem like a great all rounder. In addition, their "Crazed" rule is better as a D6 is rolled per blast marker, that's situational, but still good.
Terminators IMO are going to the hidden gem of apocalypse for Traitor and loyalist scum. They are decent in combat and shooting (against infantry mainly) but their main benefit is that they can Deep strike and they have a good save. Take in units of 10 if you can, it's both cheaper and they have better survivability.
Chaos Space Marines are "okay", they fill that all round niche. They are certainly better than in 40k. They are best at taking objectives in a Batallion.
Cultists have gone back to their old role. I took them in two ways, either as a minimum sized unit to bulk out a battalion and be annoying or as a 40 man road block. 40 cultists just get in the way, fast and deep striking units mean first turn charges are very common, they would survive at least 1 turn and at 8 wounds they would take more than 1 turn to shift them.
Transports, Rhinos in particular needs a special mention. transports are both better and more necessary in apocalypse for their transport speed and