Slaanesh: NO. JUST NO. The enormity of the deviancy of Slaaneshi preferences is.....extremely distasteful to myself.
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I'd probably have to agree on that. Only the weak minded are drawn in by the idea of everything being orgasmic, especially when you consider that, like a drug, it'll get old after a while.
Nurgle: NO. JUST NO. In this case, it's just because I consider Nurgle to be exceedingly disgusting and nasty. I also like girls, and seducing a female to myself and Chaos would be absurdly difficult if I payed homage to Nurgle.
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Have to disagree. Your sole loss is your physical appearance. I'm certainly no narcissist, so that'd be bareable for the trade-offs, eg being near-unkillable, no longer fearing death, and the best bit, having a chaos god who actually cares for your wellbeing (especially seeing as you become immune to the negatives of the infections you acquire).
Tzeentch: I've always rather liked Tzeentch, less the convoluted mutations bits. Though I'm not proud of it, in earlier times I was a bit of a chronic liar....which I don't recommend by the way. Tzeentch rather fits me well, if I do say so myself.
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It's interesting, but the likelihood of getting wiped off the board regardless of personal prowes for the sake of a little just as planned isn't so appealing.
Khorne: TBH, I think I could pull of Khorne rather well. Especially Blood Pact-style Khorne, i.e. MAIM KILL BURN with a plan.
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This guy comes in second of the lone gods after Nurgle. The pros are... well none really, unless you count becoming a murderous uncontrollable psychopath as a benefit. However, the negatives are pretty low too. Khorne may not care if you die, but he isn't out to kill you like Tzeentch might be.
Chaos Undivided: Since you mentioned it, this is probably the one I'd go with; it offers most of the benefits of Chaos with none of the things I particularly dislike about specific patronage of the Four Gods.
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That all depends on how good you are at playing the game. Only downside of CU is that there's nobody to help you if a god decides they don't like you. Meanwhile, Nurgle, Slaanesh (so long as you're keeping he/she/it high), Khorne (so long as your killing spree has more blood and gore potential than your death) and Tzeentch (so long as it fits in with the plan) will try to keep you alive if you're devoted to them.
I suppose it also depends on who you are. If I were a rogue Space Marine I'd have to go with Nurgle. Adding to an already formidable physique sure would be appealing, and the simple fact is that Space Marines aren't that concerned with appearance anyway. After that I'd still go for Khorne.
If I were a mere human cultist or traitor guardsmen, I would probably be going for either a Chaos Undivided warband, as I would be too unimportant to attract the attention of a god, or going for a Tzeentch approach, seeing as if I were striding out on my own in that way it's best to take your chances with limitless power or death as part of the plan, because otherwise you're looking at a sudden death as part of someone else's plan.