Why wouldn't you? Especially under the new rules?! Daemons add that little punch to your assault when you need it. And the numbers you need too. Plus think of it this way if you play an assault army:
#1 You don't need to buy them transports. A squad of 8 Berzerkers can pop out of a Rhino that can only carry 10 models. If the Aspiring Champion summons 8 Bloodletters and they don't scatter (which is a double edged sword in its own right as it can give you extra distance or put you to far away to assault. The odds favor a good result over a bad one though.) Anyway, that's 16 models getting the benefit of the Rhino instead of 8. Making the Rhino even more attractive and better for its points.
#2 You can use the Daemons as counter charge units by having them stand behind the combat and thusly out of line of sight. and stop your opponent from winning the fight by sending in reserves.
#3 They can be used as a safety valve. If you are sure your Bezerkers can chop through, a squad of 12 Fire Warriors, what happens when after that you will be in an assault with 2 squads of 20 Kroot? Got some Daemons? Summon them and double your numbers.
For a shooty army:
#1 Tzeentch daemons add to your short ranged fire power.
#2 Gives your opponent a nasty surprise when he rushes towards your lines and will be in assault range next turn and then you summon your daemons and charge them. This is where psychology can win you the game. They will be confused and in need of a new tactic for use against you. You can use this to your advantage if you are a veteran player. Move through your turn quickly and leave them little time to think and you will have iniative for the rest of the game.
On the topic of them not coming in:
Take it to the chin or better yet think ahead! Taking a single squad of Daemons will rarely do it. Take 2 squads of Daemons in your army or none at all. Second, remember the turns, even two assault armies moving in Rhinos will not truly engage each other until turn 3. Meaning your daemons come in on a 3+. You will probably win at least one combat and on the following turn your daemons come in on a 2+!
If you doubt my experience with daemons, I'll let you in on a not so well kept secret: I play Word Bearers and Eldar. My Word Bearers revolve around my daemons. I have equal amounts of daemons and marines: 31 of each and 4 tanks. I will post that list soon for comments on how to improve it.
Thank you and remember the famous words of Yogurt:
"May the Schwartz be with you."