This thought has crossed my mind so many times it's incomprehensible.
There are a few options.
One would be to use the Emperor's Children rules. This would enable to use Daemons and the like. However, most people would be very displeased if you used Sisters of battle models to represent Space marines.
Another would be to use the Witch Hunters rules and do a pure Sisters of Battle army with maybe an Inquisitor for a lord. You could use Sisters Repentia for your Daemonettes. However, you wouldn't gain the same benefits from the Mark of Slaanesh. It would be interesting to do an army like this, though.
My last idea was to use the Lost and the Damned list and make an all-female cult dedicated to Slaanesh. Your Aspiring Champion for HQ could be represented by a Canoness, and you could use any female models (perhaps Dark Elves?) as your troops choices. This would also let you use Daemonettes while keeping in the theme. However, it's not sisters of battle, so to speak, so, with opponents permission, you could use a squad of Adepta Sororitas as some corrupted Slaaneshi Noise marines. This is probably the idea that appeals to me the most since I can't imagine more than a squad or two to go to Slaanesh.
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