I've seen the models painted in many different ways and I've seen various people assembling and painting them but nothing can quite compare to how it feels to open and handle the models knowing that they're mine and mine alone.
Now though I've got to decide how I want to paint them. Do I go for the colours of the Black Legion? Maybe the pinks of the Emperor's Children? Or the blues and yellows of the Thousand Sons? What about the reds of the Word Bearers or the World Eaters? It may not seem like it but it's a huge decision for me as it dictates how I'll be playing the game as I expand my army...
The difference between chaos marines and daemons is that a daemon army is most effective with a mixture of each of the four Gods but chaos marines have too many chapters to mix and match in the same way. I'd spend most of my army points allowance in a game just trying to represent each legion fairly.
I'm leaning towards the Thousand Suns personally because of their massive use of sorcery (I'm a huge fan of anything to do with magic) but I think I might get bored with the colour scheme. I don't know, I wish I had the new Codex so I could see if they've changed how the legions play or whether there is any tangible benefit to playing an army of just one legion. At least with the Daemons I know what benefits I get for fielding a certain faction.
The pictures below are of the 9 legions of the Chaos marines as they were in the old codex; I doubt they've changed any of the colour schemes between editions. What we have (in what I assume is the order below) is the Death Guard, Iron Warriors, Thousand Sons, World Eaters, Black Legion, Alpha Legion, Night Lords, Emperor's Children and the Word Bearers.
Edit 1 (3/6/2013): I have since learned how to edit photos on my phone and how to just save an image instead of doing a screenshot
Edit 2 (3/6/2013): I have a bunch of pre-heresy armour pictures as well because I plan to combine pre- and post- heresy colour schemes where I feel that a Legion's fluff dictates whether they'd be bothered to change their armour or not.