All the greater daemons apart from Lords of Change can take the Unholy Might upgrade of 15 points (unless you're a Bloodthirster, or indeed a daemon prince, in which case you have to pay 5 more). Having played with all variants of greater daemon, I'd like to suggest that the only one worth bothering with is the Bloodthirster.
Why? Well, the Bloodthirster already has strength 7. Increasing it to 8 means that it can be even more deadly to the best armour (e.g. landraiders) in the game. By comparison, both Keepers of Secrets and Great Unclean Ones only(!) have strength 6 base. Moreover, they both lack wings meaning that it is harder for them to apply the +1S bonus that unholy might brings. This partially (maybe fully) explains why the unholy might upgrade is cheaper for the these two in comparison to the Bloodthirster. Okay, so the Keeper can fleet and hit and run, but it still doesn't have wings! And as for the Great Unclean One, well the slow and purposeful rule means that it probably won't go very far very fast (but it does have excellent staying power!).
Daemon princes are another category altogether. With a comparatively poor base strength of 5, they're probably not worthwhile upgrading with unholy might given its cost. The points are better spent toward wings for the daemon prince, or a 3+ armour save.
(The image is of my Realms of Chaos / Slaves to Darkness era reconstituted Keeper of Secrets).