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I recently Got given a fair amount of Dark Eldar by a friend and have been toying with building a 1000pt list with it. This is attempt number 1, any comments on mistakes or good things in the list would be much appreciated. (Having already played a couple 500pt games I know just how useless Wyches can be but I need them to fill out the list so any combos people have had luck with using would be ideal.)

HQ
Archon
Huskblade, Haywire Grenades, Webway Portal, Shadow Field
165

Succubus
Archite Glaive, Haywire Grenades, Armour of Misery, Webway Portal
150

TROOPS
10 Kabailite Warriors
Sybarite, Haywire Grenades, Splinter Cannon, Raider, Night Shields, Splinter Racks
195

10 Wyches
Hekatrix, Agoniser, Haywire Grenades, Raider, Night Shields
200

ELITES
5 Trueborn
2 Blasters, 2 Heat Lances
105

FAST ATTACK
3 Reavers
Blaster, Cluster Caltrops
73

HARLEQUINS
5 Players
2 Caresses
111

Currently Planning to put the Archon with the Trueborn and the Succubus with the Harlequins.

Ok, so working with what you have, i have a few suggestions. First, two hqs at 1000 pts is too much for DE. I would keep would keep one, probably the archon. Maybe use extra points for some more reavers or maybe a raider for the harlies. Put archon with harlies.
(I am not too familiar with harlies but can you just take one troop choice like that?)
Maybe drop the agoniser on the hekatrix, that makes that T3 model extremely expensive. Pretty much just realize that your wyches are going to be just tarpitting or obj capturing. I do not recommend putting extra points into their wargear.

Trueborn are good, but just do blasters. Heat lances need to get too close for comfort. Reavers are fine, but i would advocate bigger squads next time.

This list has been padded a fair amount to get it up to 1000pts.
I think you're right about the HQs being a major point sink.
I love reavers (probably my favourite unit atm) but don't want to pick up anything else for now.
As for the Harlequins I don't have my rule book but was basically planning to run the as an Unbound army.
I have found the Agoniser to be the only thing of worth for the wyches, their high Initiative normally gives the Hekatrix enough protection but I may well have just been getting lucky.
The Archon allows for the Trueborn to deep strike without scattering which helps for the Heat lances.

Trueborn don't have access to Heat Lances, only Scourges can take Haywire and Heat Lances. Silly, i know, but what can we do?

In all honest, i hate Trueborn. I used to love them, 4 in a Venom with 4 Blasters. but now everything they do Scourges do better. I understand if you don't have the models (the models are gorgious) but in a competitive Dark Eldar list Scourges are the go-to anti tank. 4 Haywire Blasters on 5 Scourges is 120pts, and usually result in 2/3 hull points of dmg a turn reliably.

Dark Eldar HQ's are expensive, and not actually very good. The succubus is quite cheap for the damage she puts out, but the Archon loses out by not having access to the Archite Glaive. If you want to keep both for points and campaign value, I'd suggest dropping a Wych and shoving the Succubus in their and putting the Archon with the Harlequins.

Drop Sybarite and Haywire grenades on the Warriors, use points to tool up the Harlequins some more. Remember that the Shadowfield now lasts an entire phase, so if you Deepstrike down you can position your Archon to tank all the under Str 6 shots coming his way for at least a single phase.

How I'd improve this list while keep it's theme would be by dropping the Trueborn and the Archon and the Sybarite and HWG and the Harlequins. This gives you 396pts to spend. 120 of that is spent on Scourges with 4 Haywire Blasters (more reliable then Heat Lances). Then the 276pts is spent on the Cast of Players formation. 1 Death Jester. 1 Shadowseer. 1 Troupe Master with Storied Sword. 4 Players with Caresses. 272pts. This allows them to run and charge in one turn, and the synergy between Psy-Shriek and Armour of Misery allows you to team up on a MC and murder it by using all your warp charges on Shriek.

So in the end, it looks like this

Succubus

10 Warriors in raider with bobbins

8 Wyches + Hek in raider

5 Scourges

3 Reavers

Death Jester

Shadow seer

Harlequin troupe.