They are expensive, but so is everything else. They come with an Incubi warsuit. These amazing warsuits grant a 3+ save and still allow the Incubi to be fleet. Incubi are also equipped with a klaive, this makes their power weapon attacks hit at S4. With a base I5, allowing them to do some serious damage.
The first weakness you will find on the poor incubi, is that the swift striking warriors do not come with grenades. This could be a serious weakness a smart player will be able to take advantage of. There is an answer though. Archon's can join the squad and take a phantasm grenade launcher. Expensive, but probably necessary if you plan on using the strengths of Incubi on the tabletop.
Klaivex, these are the unit leaders with additional additional WS, BS, A, I, LD. They also get a few options, like replacing their Klaive for Demi-Klaives. This gives +2A instead of the +S, or you can opt for +2S. You get to decide each round before making your attacks. You also can upgrade your Klaivex with a bloodstone which is a neat little S3 AP3 flamer.
There are two special rules for the Klaivex. He can take murderous assault to get preferred enemy on Independent characters. The other power is Onslaught. This allows any 6's made on the to wound rolls to make an immediate bonus attack. It cannot generate additional bonus attacks.Incubi can take a Venom or a Raider as a dedicated transport.
I will be using Incubi quite abit, without even mourning the loss of tormentor helms. They are a ton of fast moving, quick striking power weapons. It gives an Archon a great place to hang out, as well as very heavily armored warriors to take blows til the melee starts. Incubi should become quite common the table top.
