Ideas on how to challenge my very... special group

[PrGo]

Three months or so ago, I started DM-ing a campaign for a group of mine. It was intended to be a more monsters than normal races group. Since we started, I discovered the Improved Monster Classes thread and allowed them to remake their characters into something monstrous from there.
I admit, I got a little carried away so now the group consists of:
-A Neutral Stonechild Stone Giant (Stone Giant race with added Stonechild bonuses, waaaay over the top, but the player isn't usually a min-maxer so a wee bit more power won't hurt in his hands)
-A Lawful Evil Erinyes
-A Probably Chaotic good burned-up-warlock-soon-to-become-Phoenix
-A bit remodified Pixie (Neutral) (the most "normal" character in the group)
-A Chaotic Neutral half-fey dream dwarf bard who recently become a were-dire fire penguin (don't ask)
-And my brother recently joined with a Balor (CE, ofc).

As you can see, the team is totally unbalanced and I'm having trouble planning up challenges for them. Since the Phoenix-to-be player is also a DM for our other campaign, I'm consulting him about the story and plot and stuff so that shouldn't be a problem.
So, if you have any ideas on how to put them up against unique challenges and monsters or something that will still be fun for everyone, please, do not hesitate to respond.

EDIT: Also, the campaign is meant to be placed around the planes, so anything you come up with is possible

Thanks in advance

[Aidan305]

What sort of storylines do they have going at the moment?

[Lord Loss]

The Balor is going to be a huge problem. At this point, he's the most powerful character in the group and there is very little that the others can do that he won't be able to. With that said...

Throw them into a Dreamscape (see heroes of horror for details); start it as any normal adventure, let things get silly, as they should with such a party, then throw some weirdness at them. Once they've noticed that things are out of the ordinary, use the Dreamscape against them. Cap their abilities, bring back dead enemies, bring in friends and family who hate them for some reasons, make them face the wraths of their respective Demon Princes, Lords of the Nine, famillial elders, what have you. And once you get them freaking out, turn it into a Call of Cthulhu adventure. Give them deranged prophecies, make them run into themselves in alternate forms that are the opposite of their current selves, forms they would find despicable and then, when things get out of hand... wake them up. And then they realize they've woken up in a mysterious dungeon...

Things to include in adventures including them:

-The Pixie could enter an area that only he/she can fit in.
- Arctic terrain is ideal for the were-penguin.
-Have them wind up in Hell (not the Abyss). This should give the Balor a run for his money. Abyss/Hell encounters are a great idea for this campaign, as you have many characters that are themed around it (Warolck, Eriynes, Balor).
- Give the giant the opportunity to crush a puny village.

[PrGo]

The dreamscape idea is fantastic, thank you! I'll wait a bit longer for that, though, to connect it to the plot somehow.

- Arctic terrain is ideal for the were-penguin.

You misread. It's a were-dire FIRE penguin But then he'd be for hot, volcano-ish areas.

What sort of storylines do they have going at the moment?

After traveling trough the Fire Elemental plane, escorting the dwarf's eccentric wizard uncle, they met with the Plot Transport Device, a Ferryman Yugoloth or something like that. He transported them trough the Astral plane where they awakened something gigantic and very obviously evil. After barley escaping from it, they crash landed onto the Shadow Plane. Here they're looking for some guy who has knowledge of a Resurrection spell for the warlock, who's being carried around as a pile of ash in a sack

[Slipperychicken]

For extra weirdness you could have some of the encounters be ragtag, meandering bands of mercenaries trying to murder them unprovoked?

And your party is going to have a *lot* of trouble getting into town to blow their WBL. Maybe have the enemies use anti-evil-outsider enhancements and weapons (which they would certainly have picked up after hearing "yeah, so a giant, a dwarf, a pixie, some demonic S&M lady, and a FRIGGEN BALOR have been wrecking havoc in kingdom X").

[PrGo]

Also I forgot to mention, the campaign will mostly take place acros the planes, but if they eventually return to the Prime Material, that advice will help a lot

[Barbin]

I can haz fire penguin stats plz?

[PrGo]

I can haz fire penguin stats plz?

Not yet, cuz I haz them not. There's still the problem of statting that thing. The dwarf won't be able to control when he shifts or not. Since penguins are awesome, I probably won't stat him, because he'll be a Deus Ex Machina or something similar