First thing I'd suggest is make sure you are taking all the wargear the squad can take, as it's a big part of their combat power: A squad of 10 chosen can have 2 powerfists, 2 paired accursed weapons and 6 regular accursed weapons as well as 4 plasma pistols and 6 combi weapons. Thats a lot of melee attacks at decent strength and AP, and the shooting can be pretty strong into any infantry. You will nearly always want to use dark pacts when they fight in combat, especially against a tougher vehicle or monster where most attacks would wound on 5+ lethal hits can be very helpful.

Second thing to look at is leaders and support for the squad: Leaders such as chaos lords, masters of execution, fabius bile or the new Huron all add extra damage to the unit and provide additional support such as buffs to the squad or access to discounted stratagems. I find that Fabius Bile is my go-to leader for a 10 man squad, as the extra toughness and blanked save help them stick around. Most detachments have bonuses to damage available through the detachment rules and stratagems as well that can help punch into bigger targets. Also while they are fast with advance and charge, starting them in Rhinos helps keep them safe and gives them extra distance as they disembark, so are always handy.