I have known good Dark Eldar players and I have known bad Dark Eldar players and tinkered with them myself once.
Dark Eldar are not a forgiving beginner's army. In fact they are probably one of the more difficult armies to master. A lot of it with Dark Eldar comes down to building your army list.
Your real strength comes from a few of your non-troop units. Your troops themselves are not good, and Dark Eldar armies based around large formations of troops crumple like tinfoil. Incubi are disgustingly good (a retinue for your Lord!) and Ravagers are awesome (heavy support). DE can be great at MEQ slaughtering or can load up on Splinter Rifles and scythe the hordes.
You can probably find some good deals on E-bay for models. The best paint schemes I've seen use darker base colors (blacks, purples, dark reds) contrasted with metallics (golds mostly).
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