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What's better in general of the three and also what are they all best suited to as individual units eg. Cities of death

Banshee's are bad, scorpions are strong and halies are weird.

From what i've heard banshee's got hit hard this edititon and anybody who uses them are remenents from the past. AP 3 means they can no longer termie hunt, over watch means you probabilly lose a banshee or two one the charge and without doom those marines arn't to far off beating those banshee's off! No assult vehicals is another big nurf and they have nothing added to them.

Scorpions are only good when compared to banshee's because they havn't been nurfed much. They never needed a wave serpant so that isn't a nerf. 3+ mitagates overwatch somewhat and they do what they have always done. Pile on the wounds. Exarch powers help in cities of death and planet strike id imagin.

Now the only unit i have actural personal experience with are the halequins. I use them as a 'Hali-star' allies to my dark eldar and they are amazing! Kited out they are anti-everything with rending, a buckload of attacks, any cover as a 2+, hopefully fortune and with that an archon with a 2++ re-rollable Lovely, Lovely cheese. They are surprisingly fast and while they can nick a transport i highly advise against it, as if it explodes thats quite a few points down the drain. Kiss is part of the base points, forget the 18 pts, they cost 22, get that in your head. Power spear on leader for str 5 AP3 lols. Always have shadowseer and Forget deathjester. Add seer and archon and viola, deathstar serpream!

why no deathjester?

Well let me talk as someone who has experience will all three units.

Banshees used to be amazing for taking down MEQ, but in sixth they kind of have taken a blow due to the AP values attributed to CC weapons.
Now they come with swords, so they get the pretty standard AP 3 power weapons. This is still pretty good for taking down standard MEQ, but termies will now rip them to shreds. You want to use banshees to hit relatively basic enemy units with a semi decent armour save (3/4+). Anything worse than that is for scorpions. Banshees are pretty good because they strike at I10 regardless of where they are, so they won't have any problem assaulting through cover.
Their main con, is they are pretty fragile. T3 4+ save hurts, especially against overwatch. Depending on how unlucky you are, they can be really effective or die before doing anything at all.

Scorpions are for badly armoured, more numerous targets. Orks, IG, Tau, bascially anything with a 5/6+ armour save. They have str4 thanks to their chainswords, so they can reliably take on slightly tougher enemies than banshees. Infiltrating the scorpions to lead a flanking attack can be deadly if played successfully. I once had 6 scorpions flank and destroy a 10 man unit of ork lootas. Very useful. They are also tougher than banshees with a 3+ save for everyone. One con, they don't have any AP for their weapons and they don't have fleet of foot, but that's not as important in 6th ed.

Harlequins work differently. They aren't particularly tough or strong and their save is meh (5++). Their flip belts allow you to ignore difficult terrain, which is nice, but their main strength is hitting hard and fast then moving out of combat to charge again. With a Shadowseer, they become much tougher at range, and they get plasma grenades, so he's a must have. Harlequin's kisses are rending, which means if you have enough harlies with kisses, you're going to get some nice AP1 wounds... provided you manage to wound the target first. Fusion pistols are interesting to take out characters or soften up targets, but you'll want your harlies to be in combat anyway.

As for the death jester, that's really up to you. He's more of a ranged attribute in a CC oriented squad. Your call. I've seen mine do pretty well and pretty bad. Same for the troupe master. I would recomment getting him though because he does have extra attacks and is faster than his colleagues. At I7 (IIRC) he can challenge minor characters and do pretty well. He can have a power weapon, its not specified which one so thats up to choice too.

Hope that helps and if you can't be bothered to read all of this... Well you shouldn't have asked.

Eldar assault is hurting pretty bad this edition and I'd be wary of trying to use any of them as anything other than a counter charge force.

Banshee's AP3 hurt them a little but not having an assault vehicle means you have a unit that costs more per head than a marine that *has* to spend at least one enemy shooting phase in rapid fire range before it charges and is low toughness with a meh armour save. Before your Serpent could zoom in close and so if the Banshee's got out first they could charge and rely on that expensive tough transport. Now with even that option gone your ability to advance is severely hampered and so they are relagated to standing behind your own gunlines to dig your troops out of non-terminator trouble.

Scorpions are in a similar boat, though they are assisted by their heavier armour and infiltrate abilities. They balance this by very much coming up short of punch against heavier armoured foes.

Harlequins are the one bright spot, they can generate a decent cover save for their foot slog, have a weak but at least invulnerable save, have high weapon skill and lots of attacks with the ability to handle most kinds of foe. They do however weigh in at a substantial price cost and are still very vulnerable to small arms fire should they break cover.

I've not tried this yet, but to counter overwatch, charge in first with GJB, then with the Banshees.
Since GJB are tougher, have better save and are faster, they should be able to take the flank of a unit, and let the girls hit face-on.

How are you deploying the banshees then? Thats the problem, we have no assault vehicle. Foot slogging T3 4+ isnt going to work when they require assault.

SS work because they can infiltrate. In 1000 points jumping 3 units of SS to within a turn 2 assault (possibly 1 depending on terrain) is pretty huge. Higher point values simply make SS too hard to use though. they require target saturation, and you cant get more than 3 units. Warp spider/SS combos with Prisms and a lot of harassing jetbikes is a funny list to run, though its not incredibly competitive. Breaks some armies like guard pretty fast though.

Harlequins are the way to go. Stealth, shrouding, and ignores terrain for moving. Therefore, area terrain or blocking LOS gives 2+ cover saves. Throw in a fortune farseer in case anything denies cover and the squad is tough as nails. Even a 4+ cover in the open is good enough. In combat they are 3A furious charge rending meaning they have enough damage to operate without doom but benefit greatly from it. They deal with both hordes and armor saves and can hit and run from combats they dont like, only to re-engage again. 4A on the charge gives 40A, WS5, S4 rending at I6. Thats a pretty tough unit. Abiltiy to take fusion pistols for heavy armor and power lance/maul on the troupe master makes them very versatile. You cant ignore them with anything, which is a pretty huge factor considering eldar's specilization.