Home stretch, y'all, keep pushing!
Heavy Support has, oddly enough, your Heaviest Support units. These are the big guns, the toughest nuts to crack, the killiest sumbitches you can field. Everybody loves their Heavy Support slots. And, often enough, they fill up quick. You need Heavies typically to do the job that nothing else in your army can do. They don't make an army all on their own, but making the right selection of Heavies is of great importance. While Elites are flexible and Fast Attack are zippy, Heavy Support are the hammer that can smash your opponent asunder.
Daemons only have 2 Heavy Support choices, but they are both vastly different and give you a lot of options.
Giant Enemy Crab. Hit it's weak spot (meltas) for MAXIMUM DAMAGE! Grinders are relatively cheap for a solid statline, good front and side armor, and fleet to help them close quickly. They also have a variety of shooting attacks, but I find that its BS3 tends to make them not as useful as running up and stomping on people. The big downside to its maw cannon is that one weapon destroyed result can remove 3 of your shooting attacks. Yikes! Harvester Gun is ok, but bolters are still bolters. Flames are awesome, free stuff is awesome, therefore Vomit is awesome. Great default. Phlegm is a Battle Cannon minus the ordnance, handy for blowing up infantry, but do Daemons need help there? Tongue is sweet, BS3 not so much. You're wasting a combat monster on a 50/50 Railgun, meh. Grinders also have a huge Deep Strike footprint, making any arrival a big risk, especially if going in wave 2 and/or your opponent knows how to counter deploy. The big downside is that the Grinder is the only armored vehicle in the army. That means meltas make a beeline for it, and I don't care how high your AV is, meltas in short range make you go away. So, when fielding Grinders, it's a given that you'll want at least 2, preferably 3. The Soul Grinder is what it is, a relatively speedy and sturdy combat monster with glaring and easily exploited weaknesses. Good thing it's so cheap.
Remember Tyranid Carnifexes from the 4th ed book? A whole page of options with nigh limitless possibilities. That's this fella. There's tons of stuff you can do with them, even before marks. You can go from cheap walking beater to flying death machine of 300 pointy doom. Now remember how Tyranid Carnifexes were only fielded a handful of different ways because most of their options sucked? Same deal. DPs have tons of options, but only a handful are really good. T5 and 5++ is a real killer for these guys, so mitigating that becomes a top priority. Nurgle gives you T6 and some awesome options, namely poison 2+ and grenades, for basically free?! Awesome! Tzeentch buffs you to a 4++ and of course boasts the only real anti-tank shooting. Iron Hide is almost a given, unless you really need to save points or are fielding them as disposable support. Wings or Pavane are a must on a combat-oriented DP, but the former almost doubles his cost and the latter leaves you stuck in T5/5++ suckland. Khorne and Undivided don't merit a mention just because they don't boost survivability or mobility in any way that can't be replicated by another build or just don't justify what little benefits they get. What good is +1 attack (or being marginally cheaper) if you never reach combat or get shot down? It pretty much ends up as 3-4 really good builds for DPs. Nurgle DP kitted for combat with wings: fast, tough, and exceedingly killy, for almost Land Raider prices; Tzeentch DP kitted for cheap fire support with bolt and gaze; Slaanesh DP with Pavane and Musk, kitted like another Fiend unit; and a basic DP (optional Khorne) made as cheap as possible to drop yet another threat on the board (similar to spamming mini-Bloodcrusher units). I would recommend DPs typically because they have wounds over AV (and only because Daemons have no other AV) and a greater array of options.
So that's Heavy Support and my unit review is finished. Now I'll go into detail with a few tips and tricks like deployment, wave splits, and general tactics and top it off with some lists.