The only thing that saved me on these guys was the new GW Washes. The Baal Red was a real lifesaver. It was the only thing I could put on these guys that gave any shading/definition that didn't soak up into the primer or turn brown.
On the horns I used a layer of Bleached Bone and Devlan Mud (I am beginning to see a pattern) and used Shining Gold and Devlan Mud for the gold on the weapons and horns.
I am still not real happy with them but I will use them because it would just be silly not too.
I am planning on picking up another box of these guys in the next few weeks and I expect everything to go much smoother.
Right now I am working on my first couple of Demonettes and they are going pretty good. When I get them finished I will be sure to put a couple of pictures up here so you can check them out.
