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This might seem a little strange... But I was wondering if there was anybody that played these armies (One or the other) who might be able to give me some insight. I already have a "mostly painted" Creators of Orpheus Space Marine army. I was looking at something different and I started to look at the Dark Eldar and even generated a wish list based on the DE. Now I am beginning to question if I shouldn't stick with an army that is more familiar. I was looking at the Raven Guard because of their use of fast attack units and I like the characters. I already have a couple of Dark Eldar minis and I really like the models.. They look cool. I guess my question is how difficult is it to master the Dark Eldar. I don't play all that much (not as much as I want anyway). I don't want to sink my cash into an army that does nothing. I want to win but also have a.cool army... Not just a surgical killing machine.
Any help/opinions would be greatly appreciated.

I went from Chaos to DE, and going from a PA army, to a CB (Cardboard) army is not for the weak. It took me approx. 3 months to work out the list kinks and get a good strategy, during that time I was like 0-8, The fact of the matter is you cant play them like any other army you've played. Now, if I'm not tabling people straight up by turn 3, I end up losing because of KP's, and barely.

Downsides are you have to actually have some strategy, str 3 sucks, and almost every one of their vehicles can be shot down with a bolter. Positives are they are fast, great in CC, and who doesn't love Dark Lances? There is a great posting for new DE players lurking around somewhere on these boards that I suggest you read before jumping in though.

So if you want a learning curve, but greatness at the end, then DE. If you just want another PA offshoot, go the other.

For Raven guard use Shrike as the HQ or possibly Korvadye.
Korvadye makes assault marines troops, and shrike can out
flank

Dark Eldar are a lot of fun to build (gorgeous models plus the option to convert entire armies of insanity) and great fun to play.

However, they have a rather steep learning curve especially if you're coming from the Marine standpoint.
It's a HUGE change from the relative hardiness of your infantry and your vehicles.

Our 'toughest' vehicle outside of apoc is Armour 11/11/10 and even including apoc models it's still only 12/12/10 and outside of the aircraft it's all open topped, fast skimmers.
However, all DE vehicles can take a 5+ invulnerable save and are insanely fast, usually packing crazy firepower.
You've got your Ravager which packs 3 Dark Lances (36", S8, Ap2, Heavy 1, Lance) or can switch any of them for a Disintegrator Cannon (36", S5, AP2, Heavy 3).
Raiders are one of the two dedicated transports, and that has 1 lance / dissie and carries 10 troops.
The other is the Venom, packs 2 Splinter Cannons (12 shots that hit on 3's and wound on 4's) and can carry 5 men.

There's also the Razorwing Jetfighter and Voidraven Bomber, aircraft with nasty missiles, lances and cannons.

In infantry, you have your Kabalite, Wych, Hellion and Coven units (and more), there's plenty of variety and all of them have 1-2 things they excel at.

There's a LOT of different options and playstyles in there, but a big thing to remember is about 2/3rds to 3/4s of the units in the codex hit like a wrecking ball but are made of paper, the average armour save is 5+ and the average invulnerable save is 6+. Though almost the entire army can get feel no pain, and most shooting is either poisoned 4+ or Str8 AP2.

The rest (Coven forces - i.e. Haemonculi, Wracks, Grotesques, Talos) are tougher, Wracks being equivalent to marines toughness wise and getting harder from there, tougher and stronger creatures of nightmare but are incredibly slow compared to other DE forces. Their saves are generally 6+ with a Feel No Pain and there's no invulnerable saves here, but all the CC is poisoned 2+, 4+ or Str5-7.

The ultimate thing to remember with DE is they hit insanely hard but very little can actually take the return smack, so you have to plan and play accrodingly.

In the end - if you're ok with a steep learning curve and don't mind spending a few months having your ass handed to you on a plate made of your own ribs while you learn how your new army works and differs from the rest then the Dark Eldar will suit you fine. Once you've got the hang of them you'll do well with them and it's very rewarding overall.