Oh 'Lord'y!

Time to talk CSM. The next most recent codex...or whatever. The penultimate Codex. Chaos Space Marines. So far, their codex is doing awesome, what with cheap meat in the form of Cultists and excellent flyers, the Heldrake, as well as the ability to field cheap sorcerers, monster HQs and tons of heavy weapons in the form of Havocs they have become a force to reckon with. The army is excellent as primary or allied but today, I'm here to talk about Lords. Oh yes.

Pretty much every Chaos Lord's dream outfit

Specific Questions:
How do I make the most Killy Lord?
What CC weapons does he get? (Hint: He always gets CC weapons. Always)
Should he take a mount?
What about Marks?