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I've been thinking about getting Eldar for awhile now and am just wondering where would be a good place to start. I don't have the codex yet, but does the GW Eldar Battleforce set give me the core units of most Eldar army play styles?

My best advice is 2 fold.

1. Wait for the new codex to drop. Seriously, a new codex is imminent this year and will likely change a lot of things due to how outdated the army currently is.

2. Have a read through the lore of the craftworlds. Each craftworld has a very heavy theme to their armies - Iyanden being wraith heavy, Biel-Tan being aspect warriors, Saim Hann being Jetbikes, Ulthwe's seer councils and guardians, etc. The current codex (if you don't heed point 1) works in a way where you theme your lists around the 5 primary craftworlds; or slightly tweaked. The current themes are:
Footdar - often led by Eldrad and an Avatar with lots of supporting foot troops.
Mechdar - Everything in transports and vehicles. This strategy has been hit several times in its soft undercarriage by 6th ed and FAQ's. It is by far one of the weakest builds for Eldar.
Wraithwall - using a 10 man wraithguard squad as your big bunker with a farseer added. The wall becomes a star by adding in a DE hero (often Baron Sathonyx) to give them some oomph, 2++ rerollable and toys. This is then backed up by some wraithlords, and if you are allowed forgeworld; a Wraithseer.
Saim-Hann biker madness - basically bikes, bikes and more bikes. If it can be put on a bike - take it. Squads of guardian bikes in multiples of 3 with an addition of a warlock once past 6 bodies all led by farseers on jetbikes and often those farseers being escorted by a 10 strong unit of warlocks on bikes. Add some fast vehicles for mobile firepower (Night spinner, fire prism, warp hunter).

Warp wall- 3 warp spider units of 5 with exarch with dual spinners just to much fun

The battleforce does give you a decent starting army.

8 Guardians, Wave Serpent, 5 Avengers w/ Exarch, a Walker and a heavy weapon for the guardian squad. That's a pretty decent amount of shooting, and a good start for a foot or mech style army. Throw in a farseer and you're basically ready to start playing some skirmishes.

Really the best thing to do is read. Read army lists on Dakka, read the Eldar tactics on Warseer, Fritz40k has some good Eldar stuff on there. You can always proxy some stuff in friendly games to play units you don't own.

The battleforce gives you about 500 points, once you include a farseer as your mandatory HQ. Next things to look at including would be some jetbikes and fire dragons, and rounding out that avenger squad to 10 members.

Eldar have a bunch of strange and wonderful options. Buy the codex and have a read, see what appeals to you.

What about CQC troops and the Harlequins? Are they alright in the current codex?

This guy has some great tactic videos and batreps. http://www.youtube.com/playlist?list=PL8EBB9B9694737EED
I would decide early on if possible on what direction you want to go, bikes, mech or foot. Fire prisms are cheap and great heavy support options for most lists.