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I have run Dark Eldar since they were first introduced and began running Craftworld Eldar about a year ago. I am now picking up some Harlequins units, mainly for the challenge of painting them and putting them in with either of my other armies for the fluff. Having never run them before, I was wondering what to expect.
I faced another Eldar army fielding some units of them( Solitaire, bikes, and a couple of troupes), and pretty much swept the lot of Harlequins off the table by turn three because my opponent had them front and center without any real support.
I can envision combining them with my scourges and jet bikes, along with other fast elements of my DE army and sweeping up a flank while my more robust or numerous units hit center.
If they die quick, oh well, as long as they look pretty doing it!
Any tips from those who have run them?

I have had a lot of fun with the heroes path formation to beef up my eldar. They can infiltrate and disrupt the opponent well, especially the solitaire. Really the solitaire is my favorite.

I've wanted to bring the big formation with the three seers, jesters, and squads, I think that would be fairly powerful.

The whole idea of harlequins, is they are even more glass cannon then the dark eldar. They can turn a flank like no bodies business, but they can't be sent directly into the guns of the enemy.

Based off what happened to my opponents' Harlequins, I must agree. His Solitaire was the first to go, followed in a couple of turns by the rest.
He had placed them right in front of my Eldar with no real support and it was just a Turkey shoot.

General tips for Harlequins:

- Mask of Secrets ALWAYS

- Never put a Neuro Disruptor on a Shadowseer, use the Grenade Launcher.

- The Cegorach's Rose goes on the Troupe Master, not the Solitaire.

- The power sword/storied sword are overpriced crap, avoid.

- When taking Skyweavers, there is NO excuse not to put the Haywire cannons on there.

- Star Bolas suck, use the Zephyrglaive

- Don't put a Caress on a Troupe Master, not efficient enough in Challenges. Use a Kiss or the Rose, always.

- A good mix, all-comer squad is 2 Kiss, 2 Caress, Troupe Master with a Kiss or the Rose.

My warlord troupe has 3 kiss, powersword/ starmist raiment on the master and ride turn one in a skyweaver. Turn one they and my other groups move forward and a shadowseer gets out of the other two transports as does the warlord troupe, they all merge into a giant unit. Shadowseers have ml2 with sanctic daemonology and one laughing god's eye phantasmancy.

A trick I use with them is to have the daemonology seer leave the unit before I charge and have her shoot the grenade launcher at my charge target. It they don't fail the pinning check I have her charge first to absorb overwatch. Then I get stuck in with the troupe master and friends. If the seer survived overwatch then I have the option of hit and run with the warlord troupe and leaving the seer there meaning they still get no overwatch the next time I rush in.

The power sword is useful, but multiple are not. The warlord troupe goes around absorbing fire (due to veil of tears and hopefully sanctuary combined with the starmist raiment giving my tm a 2++ if he runs)

Also, if you run death jesters, run multiple (I like at least 2, one in hero's path) have them run as single independent units. Take shots at outlying units, with special focus on jump infantry and bike units as well as newly arrived outflankers. They only need to cause one wound for the shenanigans to begin, so putting them in a unit is a waste of their talents. You will probably give up first blood, but in objective missions it won't matter too much.

Finally, if you are running harlis (and to a lesser extent, dark eldar and craftworlders) place your objectives as close to table edges, and as far away from each other as possible. Make your opponent spread out to secure objectives and your army will be fast enough to fight your enemy piecemeal. The added bonus is your death jesters will be MORE efficient the closer to the table edge they are.

I've fought tau, gladius marines, grey knights, and decurion necrons and my pure 1500 point harlis are undefeated. (The necron fight was a draw with us each only having about 250 on the table. I forgot I had objectives and they somehow ended up under a patch of trees via wind or my 16 month old son. If I had known they were there, I could have easily won the game by leaving the necrons stranded in the middle of nowhere)

They do excellent leadership shenanigans with Dark Eldar. If you like, there's more information on Dakka about it, right over here.

And also for using them with Eldar and dark eldar as part of a 3 hit super combo here: http://www.dakkadakka.com/dakkaforum/posts/list/668070.page#8226525

See I can do that too!

I run a Masque alongside a Heroes Path rather than Cegorach's Revenge. Three DJs stink, and the big benefit of Revenge, the invuln reroll is primarily only good on the Solitaire-who is better served by the 2+ cover and infiltrate of heroes path.

I run two Weavers full of troupes, each one turbo boosting hard up a flank to try and stay out of LOS or at least in a position wher maneuvering to shoot at them would be awkward. I usually present a Night Shielded Splinterboat, and my Skyweavers and Voidweaver, as the available T1 targets. Turn 2 I try to assault with each troupe and hopefully WWP in the third troupe which packs fusion blasters.