I just finished a Herald of Slaanesh. I had realized that I have no HQ units for my Daemon army. This was a pretty easy conversion and a quick paint job.
I thought it would be cool to basically reverse the color scheme on had used on the Daemonette unit. So instead of blue skin with gold armor, I painted yellow (gold) skin with silver (with a blue undertone) armor.
I can't say I'm 100% happy. Yellow is a hard color and I'm a sloppy painter. Then again, since I'm trying to focus on getting models on the table, it's fine for now.