Thanks for the link Katamari Damacy, some really good stuff in there. I must apologise for making this thread so soon after that one, but I'm afraid it escaped my notice.
Shadows Revenge and nawari - that does seem like a fairly efficient way to get around the lack of grenades and still keep the Incubi cheap, but while that setup has occured to me, I would be worried about the Incubi having to hold back and wait for a turn while the Wyches assault (since both squads are about the same in terms of speed). Don't the Incubi get shot down as they are waiting for the Wyches to set the stage? I may be missing something here, but I'm assuming that the most normal start to a battle would be rushing transports forward on the first turn with a view to assault in the second, but Incubi tend to be viewed as quite a high-priority target, so how do you go about keeping them alive for that extra turn in the meanwhile?
Don't get me wrong, I think that's an extremely cost-effective way to take a decent sized unit of them, but I get the feeling I'm missing something regarding overcoming that delay, so I'd be very interested to know how much of an issue you find this or how you get around it.