sounds like you have too many characters and not enough units.
I would certainly build up some definite blocks on infantry before worrying about adding several characters to the list. Chaos Characters are effective, but very exspensive, you could add an entire unit for the cost of one character. The units are what win the games, not neccessarily the characters...
Basic Chaos Warriors are now one of the most fearsome thing in the game under the new rules, throw shields on them and you have a block of str 4 death that will almost always get to go first and Ws 5 with about 16 attacks, and a 2+ armor save. That's some scary stuff...
So I suggest, build up a solid backbone of core, then worry about everything else.