The ideal solution would be to create Alternate Advances for the PCs. I've been working on such packages over the past few days for the players in my group. The solution would be to grant skills and talents that are cheaper (true) and others more expensive (opposed) to promote the strengths, weaknesses, and styles of each Legion. For the "Marked" Legions this was relatively simple. For others, it took a quite a bit of finesse. Nothing was 'free'. Even the Legion special ability (if one existed), required a buy-in. Making certain talents and skills cheaper for those Legions means the PCs will gain affinity with a particular Chaos god more quickly. For a World Eater, all of the True skills and talents are Khornate. This means they will quickly fall to Khorne. There's no need for a World Eater to begin the with Mark of Khorne. The choices available will steer that player to Khorne very quickly. From a fluff vs crunch perspective, it makes sense. The World Eaters were already disciples of Khorne. All they had to do was forsake the Emperor.

This doesn't "penalize" humans, but unfortunately it doesn't benefit them either. It only serves the CSM players.

Alright the first four are finished as these are the legions represented in my game:

Legion Background Rules

All get Ancient Warrior, and one alignment skill can go up by one rank or get chosen, counts as 3 towards legion alignment

Death Guard: Immune to Toxic and Dieseses, Melee weapons gain Toxic (1), -5 Fellowship, 3 to Nurgle

World Eaters: Frenzy, Battle Rage, +5 WS, Must enter Frenzy at the start of every combat, 3 to Khorne

Thousand Sons: Must be a Sorceror, Immune to Mutation and Possession of Lesser and Minor Daemons, +1 Psy Rating, -5 WS (Lose from the Gifts of Tzeetch chart: Changing of the Ways, Face of Tzeetch, and Ecstatic Duplication), 3 to Tzeetch

Word Bearer: Cant of Lorgar (in Achilus Assault) (Champion only), Inspire Wrath, Must spend time defacing Imperium icons and dedicating to Chaos, 3 to Unaligned

Cost is 1000xp must be bought at character creation

The unaligned legions will have something for each archetype so it fits alot better for them.

My humans got some backgrounds as well for 500xp which count as 2 toward alignment of choice.

Apostate:

Fallen Governer: +5 Int, +10 Social Skill test to deal with one branch of the Imperium of choice.

Fallen Priest: +5 Fel, +10 to resist opposed social tests

Heretek:

Dark Mechanicum: +5 Int, upgrade tech-use by one, Forbidden Lore (Daemonology)

Explorator Tech Priest: +5 Int, gain lesser minion of chaos (servitor)

Psyker:

Escapee of the Black Ships: Hatred (Inquisition), +5 Int, Security

Fallen Sanctioned Psyker: Conditioning (as sanctioned psyker in DH. Roll once on the chart and adjust as needed for Black Crusade)

So I made something for everybody and i'm working on the last legions and the Renegade plus adding one more background per archetype for the humans. Enjoy.