WARNING: EXTREMELY LONG POST FOLLOW!
Check the army lists section here. Lots of great advice to be found there. I can sum a fair amount of it up here, though!
1) Multple small units. Dark Elves are a little pricy, but really good. Large units are expensive, and generally add little to their usefulness. So only make a unit as big as it has to be to do the job you want it to. Many units work best at bare-minimum size with little to no upgrades - Cold One Knights and Dark Riders especially.
For most of your infantry, a 2x7 formation is your best friend. They will almost certainly make it into combat with a front rank of 7, and that's all you need to maximize attacks on most opposing units. 2x5 and 2x6 work as well, and are a bit cheaper, but you don't get quite as many attacks.
Spearmen are pretty much the only exeception. They aren't so good at generating
CC kills, so they need SCR to hold on. 3x5, 4x5, or even 5x5 work well.
2) In most circumstances, command groups are not necessary. They soak points that might be better used on more units. There are some exceptions, of course. Spearmen need the bonus SCR from the banner and musician. The standard Black Guard build includes the Banner of Hag Graef (
ASF), because they (as the hardest infantry in the force) get the most for the points. Any unit with the
BSB will need a chump- er, champion to take challenges, unless you are going to include a challenge-monster in the same unit.
3) Executioners suck. It's a shame, because the minis are nice, but T3
AS 5+ units that always strike last are going to die before they ever get to swing. You can't give them Hag Graef directly, because it's too expensive for their standard bearer, so you'd have to use your
BSB to carry it. But then, since they are Khainites, they cannot have the cheaper and better protected Master do it, they have to have an unarmored, frenzied Hag do it... and then you risk either having her frenzy-baited out of the unit, or you send them into a potential suicide charge with her.
Besides, the Black Guard get much better milage out of Hag Graef.
The same problems tend to plague characters with great weapons as well. Unless you can get them a really good armor save (or run them under Hag Graef), they tend to die before they get to fight.
4) Corsairs are sub-par. They don't
suck, but the other infantry choices generally out-perform them. Spearmen are cheaper for SCR. RXBmen can reach out and touch someone much farther away (assuming you bother with handbows - more on that later). Witches may lack any armor save, but if you keep their unit small and 'less threatening' they shouldn't draw that much fire - and with both Frenzy and Poison, they go through R&F like a chainsaw. Shades can scout (and have full-power RXB's) and get
GW for the rear/flank charge. And Black Guard, with 2 attacks and halberds (and
ASF) are just the best we have. So... corsairs are really only good for burning a few points for a small, flanking unit to accompany another infanty unit, probably spearmen who could use the kills to help with
CR.
And the handbows are kinda pointless with an 8" range. You shoot, and now the other guy practically has a premeasured charge on you. He changes, you stand and shoot... then because you have only single
HW you are only killing half as many of his guys as you could, and because you are in a single rank to maximize fire you loose on SCR. You trade a few shooting casualties for a whole corsair unit.
Sure, you could send small units up the flank to shoot... but Dark Riders do that so much better. Give them RXBs and not only do they get into position faster, they can be shooting on turn one.
5) Speaking of witches... most of the time they do just fine naked. But if you have some points to spare, give them the Banner of Murder (-2 on opponent's armor save). On poisoned attacks, that is pretty devastating. If you have a few more points, a Hag with Rune of Khaine (+1d3 attacks) just compounds the mess.
6) Harpies are great march-blockers and charge-redirecters. Dark Riders are a good second.
7) Hydras are smashing good for the points. Reaper Bolt Throwers are very nice too, but unless you have no other shooting and feel you need some, or are doing a SAD force (or are just trying for a lighter, friendlier game) a hydra is a better bet.
If you have the points, though, a hydra and 2
RBTs are a good, flexible selection of rare choices for a 2000(ish) point game.
8) Cold One Kights get used in units of 5, naked most of the time. Use a chump only if you're going to stick a character in the unit. Don't bother with standards or musicians unless you have the points to blow, they win by killing, not by SCR.
9) Don't forget that Black Guard and Cold One Knight champions can take some magic items. In fact, one of the standard Black Guard builds gives him the Crimson Death - yielding (along with Hag Graef) a champion who can take on many hero-level characters!. Another one gives him the Rink of Hotek (in lists with little in the way of offensive magic, anyway.) This leaves more points available for your characters to carry gear.
10) Speaking of charcters and gear... Heavy Armor, Shield, and Sea Dragon Cloak yeilds a 3+
AS, 2+ vs. shooting (or in
CC if you have a mundane hand weapon). On a cold one this increases to 1+, 0+ vs. shooting. This is far cheaper than the Armor of Darkness. Save the Armor of Darkness for a character that cannot use a shield for whatever reason.
There is tons of other advice available on specific character configurations out there too. And you can always post an army list for discussion, we'll try to steer you in the right direction.
PS: Much of this advice came to me from the resident Dark Elf experts Notabot and Kirbinator. When they speak, you should listen!
