Slaanesh Havocs are absolutely amazing, endless cacophony is absolute gold when combined with these guys.
I've run a unit with 4 Lascannons and a unit with 4 Autocannons and found the Lascannons just to be absolutely brutal. As you say keep Lucius nearby and then just delete a vehicle per turn until your enemy deals with them.
Endless Cacophony also works really well with Slaaneshi obliterators as well btw.....