Each Chaos god has a defined, more or less distinct sphere of their own. In my mind, there's both the obvious, literal sphere and the wider, symbolic domain; the sensus literalis and the sensus spiritualis of each Chaos god, if you will. Khorne is the blood god, glorying in gory murder; more broadly, Khorne represents violence and destruction. Tzeentch is the god of sorcery and secret plots; on a larger note, they represent change in general. It makes sense that despite their polar opposite attitudes to magic, Khorne and Tzeentch aren't designated enemies: both embody change, as opposed to the lassitude and decay of Slaanesh and Nurgle. Nurgle, god of death and decay, manifests themself directly in disease and pestilence, but overall, the sphere of Nurgle is stagnation - even entropy itself.
Placing Slaanesh into a system of Chaos gods requires a bit of looking past the obvious. Frankly, in most of the GW materials I've seen, Slaanesh is the god of boobs and perverts. Literally, Slaanesh is the god of pleasure and desire - not just sexual. More broadly, Slaanesh can be seen as representing indulgence and sensuality. Clearly, to the particular union of Jewish ritual purity codes and Platonic loathing of the material and corporeal that was medieval Christianity, this is very much the main enemy right here. But not so for the Imperial cult.
All four Chaos gods are represented in aspects of the Imperium. A massively ponderous administration centering on worshipping a corpse on a throne is really very Nurgle indeed. On the other hand, it's a corpse psyker, and one that's very much remaking the galaxy in his image and causing quite a lot of change. Not to mention waging endless war; really, the only way to tell if a horde of insane murderers in red power armour screaming for your blood as they charge you are World Eaters or Blood Angels is to see if they're using chainaxes or not. On the whole, I'd say the Imperium tends somewhat toward both Nurgle and Khorne.
So where's Slaanesh in all this? Certainly we hear about the decadent excesses of the Imperial nobility. Another kind of potentially Slaaneshi sensuality has to be the religious ascetic mortifying his flesh. So certainly Slaanesh is also represented in the Imperium. But there's no particular reason to see humanity or the Imperium as especially suspectible to Slaanesh's temptations. All of the Chaos gods are threats to the Imperium, both through direct force and the subversion of human souls, but nothing about Slaanesh suggests that they should be singled out in particular.
So in direct contrast to medieval - or modern! - Christianity, there's no particular reason why the Imperial cult should be especially suspicious of sexuality. Excesses of sensuality lead to damnation through Slaanesh, but excesses of violence, stagnation and curiosity will do the same. We don't know a lot about Imperial sexual politics, but from what we know of the Imperium's tolerance for, say, the particular sphere of Khorne, I'd expect a fairly liberal approach. There's even a good case to be made that the demands of the Imperial war machine may very well dictate a very pro-natalist approach.
In general, I'd expect Imperial ethics to mostly gravitate toward an Aristotlian golden mean. Excess in any direction leads to damnation, whether it be sensuality or asceticism. Certainly this is how I'd play a Missionary or a Dark Heresy character: no matter which way you're inclined, you're under suspicion. And certainly if someone is far too scrupulously moderate in everything, they must have something to hide!
Since I ended my previous Rogue Trader post with a campaign idea, here's another one. My interest in Dark Heresy rose considerably when I realized I can play Judge Anderson: Hive world, Adeptus Arbites, Mystic background. Sure, as the rules are currently written, that would be an unsanctioned psyker, but who's to say there isn't a corner of the Imperium somewhere where the Arbiters use sanctioned psykers? I'm not aware of any a priori reason why it wouldn't be possible. An appropriately upgraded bolt pistol ought to make for a decent enough Lawgiver.
So, if I had to run a Dark Heresy game, it's going to be set in a massive hive city, and everyone is playing a