Hmm... I think you've got the right idea.
You're never gonna be able to fully counter the enemies hvy artillary fully, so I suggest have enough 'threatening' units to make the enemy waste his points protecting the artillary - that way the enemy stays nice and stationary, or even better away from the main battle while you concentrate on their main units.
It doesn't really solve the problem, I know, but it makes you feel better.
Units that are excellent for this are smaller unitsMaurader Cavalry and warhounds as well as anything that flies - the other advantage of this is by directly threatening the artillary they soak up the fire from your main units.
If you're worried about the enemy having 'big monsters- then tool up you're Demon prince and go hunting.
And, if you're fighting a lot of opponents which have heavy artillary, may I suggest not taking the knights? They really are to expensive when you consider that a bolt thrower will kill one of them just as easily as a maurader on foot.
Instead, why not take a larger unit of maurader horsemen and spend some points on a good hero to go in - I know it kinda reduces the unit to a 'hero delivery' system - but let's face it, chaos knights vs just about anything is mostly overkill - Mauraders are good enough, and the fast cavalry movement is a joy.
Does that help? I don't have the chaos book with me at the mo, so I'll have to get back to you when I find out this is all wrong
And for the record, I'm a big Empire player - so I know how the guys behind the cannons think!
Mark
'Wish I could Help you....Wish I could tell you,
That I am real, I'm not something you invented,
That I'm not everything you want me to be.'
'And I am...Ageless. And I am....Invincible.'