One of the best things with Age of Sigmar is the fact that you have much more opportunities when it comes to doing a themed army. You could do this before as well, but with much more restrictions and often it became a really soft list. Although you can mix and match how you want with different Warscrolls, I still prefer to have some boundaries. First of all I prefer keeping to one of the four factions.
In each faction you can take what you want, but If you want an effective army you should look on the Keywords on each warscroll, and what synergies that can be made.
I often think about what different 'themes' you can make which is still fluffy, and also possibly effective in games.
The first that I come up with was what I could do with the Tzeentch part of my WoC army which I'm currently re-basing to rounds and ovals. I already have a lot painted, 20 Warriors with Hand Weapon and Shield, two Sorcerers, one Lord on a Demonic Mount (was my BSB before), Throggh and four Chaos Trolls, Mutalith Vortex Beast, a Daemon Prince, 10 Warhounds a Chariot and some more stuff not yet finished.
So what can you do with this? Tzeentch is the Changer of Ways, the Great Manipulator and most associated with sorcery and magic. So of course I want to do something with a lot of magic and something that 'changes stuff '.
Warriors of Chaos
In the Warscroll Compendium for WoC we have a lot of different Heroes, Infantry, Cavalry, Monsters and even a Warmachine.
When I think Tzeentch I think magic, mutated warriors, more shooting in the form of magical bolts, flames etc. And high re-rollable armor saves (thinking about the unkillable Lord on Disc, the BSB on a demonic mount for example) So having this in mind I search for stuff that fit into this mold.
Important Keywords
Slave to Darkness, Tzeentch
Heroes
Tzeentch Sorcerer Lord - If I want to go WoC heavy in the army this is a must have for an Tzeentch army. They can cast one more spell if you roll a double when casting, and they have the really nice and fun/fluffy Bolt of Change which causes D3 Mortal Wounds (always nice) and on a 4+ for each slain you they are turned into a Spawn. This is something I really like so will look for more similar rules to this.
Tzeentch Lord on Disc - Hard to kill for models without flying, his Command ability is interesting but might not be used at all sometimes.
Vilitch the Curseling - Love the model and I have still it still unpainted. Interesting character, his Vessel of Chaos ability is really nice, and his Glean Magic can potentially be really nice.
Galrauch - Not a fan of the model and don't own it myself. But looks quite fun to play actually.
Options - There are some other options that is not just Tzeentch, you can mark all the generic Characters with mark of Tzeentch, Daemon Princes for example becomes a Wizard with this mark, so it's also an nice option. If I want to focus on Slaves to Darkness units (all mortal units pretty much) a Battle Standard Bearer can be an nice option. I also like the look of an Sorcerer Lord on a Manticore and could also be a very fun option.
Troops
There is no Tzeentch specific units in the WoC list, but many of them could be marked Tzeentch. Here's what I think could work and look nice in an Tzeentch army.
Warriors of Chaos - Handweapon and Shield is the typical Tzeentch build, a unit of 15-20 is a lot of wounds (2 each) but is less afraid of Mortal Wounds because of their Chaos Runeshields. Buff their saves with magic and make them re-rollable with an Warshrine and this unit can soak up a lot of damage.Forsaken - Okay rules I guess, unpredictable as they should be. Fits in really nice with the Tzeentch theme with all the mutations and stuff.
Chosen - 3 attacks each, and a decent 4+ armor save, nice ability to make your other Slave to Darkness troops better if they kill enemies first. Similar to the Warriors but change defense for a offence instead. Finally there's a reason to take these, so I'm currently painting some of them up.
Chaos Knights - 3 Wounds each, nothing special making them Tzeentch. Nice unit and nice modeling opportunities.
Chaos Warshrine - When marked Tzeentch it makes a Mortal unit reroll 1s on your armor save, but if that unit also has the Tzeentch Keyword you can re-roll all armor saves. And that is pretty nice.
Options: There's a lot of options in the WoC list. But not something that is particuarly powerful in a Tzeentch list I feel. But you can always throw in Chariots, Chaos Ogres, Trolls, Dragon Ogres etc.
Monsters
Two monster comes to mind which will work and look nice in an Tzeentch list.
Mutalith Vortex Beast - 12 Wounds 4+ save and he regenerates D3 wounds each Hero phase so he can be tricky to take down. He also do 4 normal attacks with rend -1 D3 Damage, and on full health a whopping 3D6 attacks 4+ 4+ 1 Damage.The fun bit though is his ability to mess up a enemy unit within 15 in the Hero phase. There's is different effects depending on your roll, but if you get a 6 he does d6 mortal wounds, and each model slain becomes a Spawn. Will it happen often? Probably not, but when it does...muhaha.
Chimera - Nice all round monster, with a breath weapon that does d6 wounds on full health and a nice mix of attacks, with some high damage, high rend, some worse but more damage or attacks. Will work nice in most lists.
Options: Again a lot of options, but nothing that suits Tzeentch lists better or worse. Might try a Giant or a Shaggoth.
Warmachines
Not a lot of options here though, but we have one that might suit a shooty Tzeentch list or any Chaos list really.Hellcannon - One of the better warmachines out there actually. Doing Mortal Wounds is key most often and if the cannon have at least 2 of it's crew near it can dish out two attacks with 48 inch range, hit on 3+ if it didn't move. 2+ on units with 20+ models in it. If it hits it's d6 mortal wounds from each attack. Really nice.