WoC are my regular opponent, and he's just started bringing a Hellcannon too. Some thoughts from my first games against it. In addition to nzkoston's excellent write-up, I can really only give a couple of tips.
Spread out. You don't have to deploy in a giant, template-baiting block. The Hellcannon has a small template that scatters. Deploy your units in two long lines and keep them that way until the battlelines close. This both minimises the number of models the template can touch, and maximises the chances of scattering and missing.
A shooting Hellcannon isn't nearly as worrisome as a Hellcannon in combat. Remember that. Every turn it is shooting is a turn it isn't moving closer to thunderstomp a unit into the dirt. And the more it shoots, the more likely it is to misfire.
Choose magic wisely. I've been trying Light recently, and Banishment - even with only one Slann - is invaluable against all those Marks of Tzeentch (it forces them to re-roll ward saves). Lore of Metal is also an excellent call, though you can pretty much guarantee he will throw everything at stopping Searing Doom. Burning Gaze is also easier to get off, though of course weaker. There's also Pha's Protection. I find Light has more utility than Metal in the buffing department, but your mileage may vary. There's always Life, and Flesh to Stone is always useful, but the Lore overall is not very aggressive and I find cedes a lot of the initiative.
Unfortunately, there's not a lot you can do about lore of Tzeentch - arguably one of the most broken Lores now. A cheap level 1 skink priest with a dispel scroll or scroll of warding might be a good idea against Infernal Gateway; alternatively, running an MR3 item on your Temple Guard/Slann. A feedback scroll is a good idea in theory, but considering he probably has a 3+ ward its probably not worth it. Consider giving your TG the +1 movement banner and your Slann Becalming, and trying to pin his lord down asap. You shouldn't need to worry about Treason of Tzeentch: units that are immune to psychology (TG + Slann) can't be affected, against Saurus Warriors it rarely does much damage (24 models, 12 hits, 6 wounds, 4 dead on average), and against anything else its affects are negligible.
Chaos Warriors are great, there's no doubt about that. There are a lot of things they don't like, however. Ancient Stegadons, especially if they have a Skink hero with a War-Spear, will ruin their day, as will Salamanders and Lore of Metal. They are superior to Saurus Warriors, but with some buffs from Life (Flesh to Stone), or Light, you should win. Temple Guard with a Razor Standard should beat Warriors nine times out of ten: start adding buffs in there and its a guaranteed win. Even if they don't, Cold-Blooded Re-rolls on stubborn Ld9 will mean they stick around indefinitely. You already seeem to realise how good Skrox are at blocking cavalry, so no need to mention anything else there ^^
I probably wouldn't bother with two Scar-Vets at this level. Bring one on foot and use the remaining points to bulk out your TG or get some camo skinks and an additional Salamander.
