Notes:
I should probably cut down on some of the weaker creatures and add some more removal, card draw, ramp and other utility, but I want to keep this deck relatively thematic to big, splashy creatures

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Cards I might add:
Fellwar Stone - Ramp
Promise of Power - Card draw, demon or both, but expensive
Path to Exile - Cheap, efficient removal
Mortify - Flexible removal
Crackling Doom - Cheap, instant multi-target removal
Sorin, Grim Nemesis - Card draw that has nice synergy with expensive stuff
Wear//Tear - Kill an artifact and/or an enchantment on the cheap
Rakdos Charm - Graveyard/artifact removal with bonus wincon against tokens
Hero's Downfall - Creatures or even planeswalkers fall to our might
Razaketh - Tutors on a demon, though I probably don't want to do that unless something of mine is going to die
Crucible of Fire – Dragons, get pumped! Only 15 dragons atm, so not sure if it's worth it. Besides, it's basically just a win-more card.
Reiver Demon - Poof, but only if cast. Provides options: beater if ahead or board wipe if behind
Dread Cacodemon - Same as Reiver
In Garruk's Wake - Plague Wind is nice when you have bombs
Armageddon - Stay ahead when Kaalia is out
Increasing Ambition - Tutor for the few answers I have
Mikaeus the Unhallowed - Protect my babies from board wipes (even though he's not Angel/demon/dragon)
Stoneforge Mystic - Find and play the stuff that beefs up Kaalia
Solemn Simulacrum – Value. Some ramp+fix, disposable body and draws a card when he dies
Darksteel Ingot – More fix/ramp
Ajani Vengeant – More control with both tapping down the worst stuff and lightning helix for removal and lifegain
Rakdos' Return – Game ending fireball and/or a relatively big mind twist earlier
Deathrender – Beef up Kaalia further, and get the same kind of effect as attacking with her when my opponents remove her
Akroma's Memorial – Make the big, bad creatures even badder
Archfiend of Depravity – Board control on a thematically appropriate stick
Divine Reckoning – Cheap board control that spares Kaalia
Thunderbreak Regent - Tax people for trying to interact with my dragons
Kokusho – Some staying power
Moonveil Dragon – Firebreathing for my whole team? I'm in!
Akroma's Vengeance - Angel-themed boardwipe

Possible lands:
Sunhome – Double strike on demand on an unblocked fattie? Don't mind if I do
Reliquary Tower – Doesn't produce colored mana, and I rarely have more than 7 cards in hand, but it's nice to have after a big Knollspine turn or if someone wipes my board with Harvester out
Smoldering Marsh - Fetchable dual

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Cards I might cut:
Scourge of Valkas – 17 dragons in the entire deck (at the time of writing) might not be enough to make this very effective
Merciless Eviction - Most Orzhov decks should probably play this. Get rid of those pesky enchantments. But does it fit the theme?
Austere Command - Kill small guys and enchantments. But does it fit the theme?
Darksteel Plate - Kind of expensive to equip for a small effect
Bladewing the Risen
Oros, the Avenger
Rakdos the Defiler - Feelbads, and then difficult to attack with

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Cards I might want to play but have been cut:
Sunblast Angel - I want to be attacking, so killing tapped dudes might not be so appealing. Could be used on a turn off or before combat, however.
Archangel of Thune - Not enough lifegain to justify, probably. Really good with Whip of Erebos, though.
Defiler of Souls – Seems I have quite a few mono-colored creatures (and few gold ones), so I might not always want to play this
Necropolis Fiend – I probably don't have enough ways of reliably putting cards in my graveyard to cast this demon, or get any good removal out of it
Gorgon's Head – Dissuades people from blocking Kaalia, or lets pinging dragons become machine guns, but might be a bit weak. Basilisk Collar is a lot better
Malfegor – I might not have a lot of cards to discard, but could be nice late game when I have enough lands and can keep lands in hand
Siege Dragon – Do people play walls? Can kill tokens and mana dorks, but is very expensive
Requiem Angel – All my creatures will become spirits when they die, but do 1/1 spirits matter that much with no sac outlets or anthems?
Forgestoker Dragon – Can get my team through blockers (or kill blockers), but pinging them is expensive, and the dragon is relatively small for its cost.
Ancient Hellkite – Similar to Forgestoker, but this one is bigger and pings more cheaply. Can't prevent blocks, however.
Rakdos Pit Dragon – Early presence that can hit hard later with firebreathing and double strike, but giving it flying is kind of expensive.
Herald of Torment – Can beef up Kaalia or provide early presence, but doesn't do enough.
Hellkite Charger – The activated ability is too expensive
Elbrus, the Binding Blade – The equipment is very expensive and does little by itself, and the demon is just a big dude
Archwing Dragon – Hasty flier for finishing off near-dead opponents, or repeatable burn with Scourge of Valkas, but is otherwise pretty underwhelming
Pestilence Demon – Heavy on the black cost, and the symmetrical burn is kind of impractical due to Kaalia's low toughness and the lack of lifegain in the deck
Indulgent Tormentor – Giving my opponents the option of paying 3 life makes the card nigh unplayable, as any time it is particularly relevant, I probably don't need the card to win
Bogardan Hellkite – Five damage is PROBABLY enough to kill a single creature, and sometimes enough to kill more, but the mana cost is very prohibitive for the relatively low impact and body when not cheated in by Kaalia
Warmonger Hellkite – This is mostly to prevent blockers, and secondly to pump my attackers, but my attackers already hit hard and opponents can still play blockers post-combat
Chromatic Lantern – Turn 3 ramp is not as important as Signets, and with the amount of fix I have in my lands, I hopefully don't need the fixing from this. Better used in other decks
Iona - Not fun to play against
Ob Nixilis, Unshackled - Doesn't do much unless my opponent is constantly tutoring or saccing things
Knollspine Dragon - Has to be played after combat to be worth it
Nefarox, Overlord of Grixis - How often am I going to attack with only this guy?
Deathbringer Regent - Has to be cast from hand to do anything, and will kill my things too
Firemane Avenger – Provides some early presence, as well as some removal/burn/lifegain, but overall not very impactful
Archangel of Strife - My dudes already hit hard, probably don't need this little boost
Lord of the Void - Might get me creatures of the wrong creature types! Can't have that!
Argentum Armor - Very expensive to equip, but does deal with problematic enchantments etc
Sword of Fire and Ice - Don't have it anymore
Angelic Field Marshal/Tyrant's Familiar/Demon of Wailing Agonies – Really good when I have Kaalia out, subpar otherwise. If I do have Kaalia out, I'm probably winning anyway?
Sarkhan the Dragonspeaker – Can remove midrange creatures or act as a hasty attacker, but I don't want to have to leave back blockers to keep him alive, and he can't be cheated in by Kaalia. The emblem is probably something I really want if I can get it, especially in controlling matchups
Aurelia's Fury – Stop things like Narset flipping a bunch of extra turns, or just tap down and/or kill blockers. Not very mana efficient or otherwise impactful, though
Sword of Light and Shadow - The effect is pretty minor
Avacyn, Guardian Angel – Can protect Kaalia or myself from damage, but is she good enough?
Thundermaw Hellkite - Not that great except to get through stuff like Hornet Queen
Angel of the Dire Hour - Better alternative than Sunblast Angel, allowing me to protect myself on their turn without destroying my own creatures, but it might be too much of a defensive card to play
Champion's Helm - Boardwipes are usually the issue, so just hexproof isn't that relevant and the pump is almost irrelevant
Scourge of the Throne - Sold it
Phyrexian Arena - Other decks