I'm afraid as of 7th ed, incubi aren't competitively viable esp in comparison to grotesques for the elite slots, which no one really uses outside of the grotesquerie formation anyway. Something GW completely overlooked was not giving incubi any assault grenades, so just imagine your incubi hitting on the same initiative as thunder-hammers.
I'm not completely up to date with the new 8th ed reveal about DE, but they've changed it so klaives are AP-3 instead of just ignoring any armour saves with AP2; meaning 2+ armour saves instead roll for a 5+ to save and 3+ armour, can save on a roll of 6 against incubi klaives. Ultimately, despite claiming that incubi are beastly in melee, it seems that they are going to be even worse off in 8th ed.
At least they look awesome...