best way to integrate your own background and such, use the "counts as" rules!
for example, say you want to play a 'lysander's wing army' but hate painting yellow? (who doesn't honestly?!) you simply use the rules as stated for lysander & the imp fists traits as standard but paint them up and call them whatever you want...
as long as you're following the proper rules, no one can argue. ('counts as' is even tournament legal here in north armerica!)
now if you want to use characters and such you've come up with yourself, then yes you'll need your opponent to okay it first... (and of corse you couldn't take such things to a tournament)
as for wanting a daemon weapon, its very possible and quite legal too! play relictors or any other 'radical' chapter! (sadly no traits, but some of the stuff from the 'chaoticians & cataclyisims' article is damn tasty!)
cheers!
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"Who are you to question my methods?! A 'Puritan' is simply a coward who hides behind a veil of pretended faith and denounces his loyal brother as a traitor out of simple jealousy!"
- Inquisitor Odion |