The Count is right: Incubi are going to murder anything in combat, only to sit and get shot the next turn. If you really want to use 9 incubi, maybe split them into two 4-model squads with attached HQs. The problem here is that it'll get pricey quickly (especially if you want to have 2 tooled up Archons).
With regards to what to take with them, consider their strengths and weaknesses:
+ Good MEQ killers
+ Generally good in combat with most things that aren't hammernators
+ Well armoured, relatively speaking.
1) Massive hoards
2) Only combat options
3) Being shot
4) No anti-tank to speak of
To make up for their short comings:
1) Poison shots are pretty good here, as most hoards don't have better than 5+ armour, so Venoms and kabalites. Failing that, large blasts from Razorwings can do painful, painful wonders.
2) Not always a bad thing, but if your opponent is standing right at the back of their deployment zone you might find it hard to get to them in time. A bit of range is never a bad thing!
3) This is more of a tactics thing.
4) Wyches, Ravagers, Reavers and Raiders, to name a few, can help with this.
Squads of 5 wyches with h/w grenades would probably be fairly good here, as they can streak forward to put pressure on vehicles that Incubi can't deal with, and their Venoms can deal with troops.
Also, consider what will happen if you come up against a parking lot where all the troops are in vehicles: you're Incubi will be sitting around until they can be popped, so long ranged anti-tank is a good idea, like Ravagers (Wyches won't be too great here, as if they assault a tank, the incubi will have to wait til the next turn to assault).