Other than rauaging and converting planets with more plagues and pathogens than a Tzeentchian cultist could ever fathom, and creating soldiers who refuse to die.
I've also fought the empire on a few occasions, but they're not my biggest concern as they'll inevitably fall. Instead, I find myself preying more on the godless Tau, the damning Emperor's Children, the always fun 'nids, and the occasional and weak Eldar.
As a follower yourself, you should remember Chaos moves by its own will, and is not dictated.
Considering their purpose(that of being the "cure" for chaos), yes, the tyranids are our most pressing concern. The Tau and Eldar are a passing ghost. The imperium is weak and breaking apart at the foundations, but remember well that the god emperor lives. If only barely. Man has shown it's ability to come from the brink of defeat time and time again. We must not ease up the pressure.
But now, let's stop before we're banned for off topicness.
Finally, I'm not actually a follower or a cultist. I'm a commissar of the Imperial Guard, and I've led you into a confession and a trap. http://www.games-workshop.com/MEDIA_CustomProductCatalog/m1241825_99060105213_Commissarboltpistmain_873x627.jpg
Even now, Creed, the tactical genius, is backing me up with the 121st Cadian Regiment's best Leman Russ tanks.