Nah. Nilla Russ doesn't get no Lascannon. He gets the triple HB treatment. Due to the new Lumbering Behemoth special rule he can spit 9 HB shots in addition to his cannon shot each turn (if he doesn't move that is). 1 or 2 of those can really hurt what they're firing at.
I have a soft spot for the Demolisher, but it is quite expensive. If you take one there are several valid options. His S10 AP2 main gun is pretty good for tank hunting and Termie killing, and a Lascannon complements both of these roles well. It also helps offset the short range of the main gun. As for Sponsons, in 4th edition most people recommended Plasma Cannons for those. Now however I would turn the Demolisher into a pure bred armor muncher. For 210 points you will get a Demolisher that has a Lascannon and 2 Multimelta sponsons besides the turret gun, giving you brutal anti-armor firepower. Alas, only at short range. So the best strategy would be to set up so you have a good chance of intercepting the heaviest opposing armor (Landraiders for example) before they reach you. If you go first be sure to move into a good spot and then pop smoke! All in all difficult to use and expensive, but I still like him. I wouldn't bother with HB or flamer sponsons on this tank, but that's just me.
Exterminator: Interesting mount for Pask, and pretty good for killing stuff up to AV13. I've written a lot about this variant in another 40K thread, take a look.
Executioner. Nice variant, but very pricey if you want sponsons. But it sure sounds good fully equipped. 3 PlasCannon shots from the main gun, 2 from the sponsons will give you five small templates per turn with S7 and AP2. The goodness will cost you 230 points though, and that's with a peashooter hull gun. If you upgrade that one to a Lascannon as well we're looking at Landraider prices.
Eradicator. Meh. Not worth it. Next!
Punisher: situational and too expensive, but fun to use. And some armies will weep. If you take it go the full distance and buy the HB sponsons for 29 dice goodness.
Vanquisher: he's being hurt by a few things: no more explosive shells and the lousy BS of 3 for his tank killing, single shot main mount. You can keep it cheap, Vanquisher / Hull Lascannon for 170 points. Hit or miss. Or you can get Pask to command this thing, at which point it gets real expensive again.
Also keep in mind it can't really go for non-vehicle targets, Vanquisher shells are a total waste against infantry (single shot, no blast).
Gosh, that got longer than I intended!