I just got my BoF yesterday, but I've read through about half of it now, including most of the daemons. I love the sin angle with daemons- you guys have taken a rather blah D&D outsider type and made them compelling, interesting, and VERY fiendish. Anybody can design an fiend that can rend you limb from limb, but the new daemons pose a danger to the souls of the characters, and that makes them much more horrifying. I especially like the watchers and whisperers- having a malevolent forces that knows every sin and evil thought you've ever had is chilling. These bad boys will definitely be seeing use in my games.
And Joshua, I think what Aaron was referring to the adventure ideas are the italicized bits at the start of every daemon entry. Also, the first few paragraphs of each entry are given to describing the daemon's specific role in Gehenna, wihch is good for further ideas. Some are better than others, but I got at least a dozen adventure seeds reading through those entries last night jotted down on a piece of paper.