I'm modeling all of my chosen without helmets and giving them distinctive heads/faces. I then add a bit of green stuff to make them more nurgly (pustules), slaany (leather leggings), etc. The GW website has some great tips for customizing chaos units with green stuff.
It does seem strange that the Chosen of Nurgle (for example) are less resiliant than the rank and file Death Guard. Who, exactly, are they chosen by?