get to const 4 for dousing rods then get some blood. feel free to advance construction to 6 or 8 though. for how to use your slaves i suggest the following:
sacrifice
forge various items
a few battlefield spells (hellbind heart, bloodletting, harm, rush of strength and blood vengance for SC's are some of the better ones)
armies (made of devils, fiends of darkness, demon knights, vampires summoned by vampire counts and maybe some imps)
and for SC's (this bit will be longer) here are my thoughts:
Arch Devils: there are 5 of these badboys and they kickass. they are tough, strong and even lightly equiped (give them a wraithsword/hellsword+pendant of luck and later on add regen+magic resistance and boots of quickness. another option is a shield such as lucky coin and a bloodthorn since unmodded it is good) they are really strong. buffs for them are fireshield, phoenix pyre and a few others for the astral one.
Ice Devils: 5 of these guys too and i would say the same as I did for arch devils except these can cast quickness on themselves and cast breath of winter instead of fireshield and phoenix pyre. these are generally better than arch devils
Fallen Angels: gained from the spell reascendance these guys are strong with a decent magic base, equip them as you would any flying SC/thug.
Vampire Counts: gained from the curse of blood these are ethereal, immortal, life draining, stealthy, flying and have decent stats + unmodded they are cheap for what they do. they can also summon regular vampires. a rather nasty tactic is giving them absoloutly no equipment and only using them in your own dominion. with blood sacrifices you can spread dom quickly into enemy territory and then attack with these guys, with no equipment and no troops under ttheir command there is no problem in losing them in friendly dominion. they have d3 b3 so can cast raise skeletons, a group of 3 scripted to raise skeletons, raise skeletons, raise skeletons, attack archers makes a prefect reserve/ambush unit (alternatively fully kit htem out using their natural ethereal state, regen and lifedrain to best effect).
Heleophagi: there are 4 of them, they are stealthy, they can fly, they are naturally ethereal, they have good stats and they are pretty good mages. all round good guys
Father Illearth: e3 b3 high health and strength, average other stats, built in regen.
Demon Lords: can all fly, only 3 of them
Belphegor: f4 e4 b4 Huge health (give him regen) high strength (which is good for regen) decent other stats, generates blood slaves, reduces dominion in his province. hes the blood magic equivalent of a tank.
Belial: f4 n4 b4 high health, strength and decent other stats, stealthy and causes unrest in the province hes in. best all rounder (and possibly best) demon lord.
Pazuzu: a5 d3 b4 good health and good all round stats. cause more fear than others but no head slot.