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I recently picked up the Harlequins book, and I'm considering using them as a supplement to my Eldar and planned Dark Eldar forces. The Masque Detachemnt seems like the best choice, as it is the most flexible. Here is my first attempt at making a Harlequins list:

Masque Detachment

Troops:

Troupe: 151 points
-2x Kiss
-2x Caress

Troupe Master:
-Warlord
-The Storied Sword
-Haywire Grenades

Skyweaver Dedicated Transport: 70 points

Troupe: 136 points
-2x Kiss
-2x Caress

Troupe Master:
-Crescendo
-Embrace
-Haywire Grenades

Troupe: 141 points
-2x Kiss
-2x Caress

Troupe Master:
-Cegoratch's Rose
-Haywire Grenades

Elites:

Death Jester: 65 points
-Haywire Grenades

Shadowseer: 90 points
-Mastery Level 2
-Haywire Grenades

Shadowseer: 105 points
-Mastery Level 2
-The Mask of Secrets
-Haywire Grenades

Fast Attack:

Starweaver: 70 points

Starweaver: 70 points

Heavy Support:

Voidweaver: 75 points
-Haywire Cannon

Total: 973 points

Two of the Troupes will ride in the Fast Attack Starweavers. The Shadowseer without the Mask will ride with my Warlord, aiming to protect with Veil of Tears. The Shadowseer with the Mask will ride with the Troupe with Cegoratch's Rose, and will roll entirely on Telepathy. The Death Jester will ride with Crescendo and strafe from a distance.

I'm not as knowledgeable about the optimum loadouts and tactics/roles with these units, so any feedback would be greatly appreciated.

The biggest piece of advice I have for you is to specialize your three troupes.

This is a pretty standard harlequin 1000pt, good spread of stuff, basically you're going to have 4 units on the board you're playing around with.

My preference is always to try and work in a Heroes' Path to a small points list. You'd have to drop a SS and a couple other things to get it in there, but I love the extra board control that the HP provides, and I'm always unimpressed by ICs added into my troupes.

If you're not into that idea, and you'd rather keep it in your current masque setup, I have the following advice: Specialize your three troupes.

I generally try this: one troupe for hunting heavy infantry/monsters, one troupe for heavy infantry/armor, and one troupe for hunting light infantry/bullying.

Let's think about what a light infantry/bully troupe looks like. Large groups of infantry tend to have scary overwatch. I would solve that by throwing a Starmist Raiment on the troupe master, so he can tank. Then, since the primary way you're going to take out large numbers of infantry is by sweep, I would include the MoS shadowseer in there. These guys aren't hunting armor, so drop the Haywires on them, they're not needed. Weapon of choice for me here would be either naked, or a few Harlequins' Embraces.

Then, Monster Hunters. If you've got 5 kisses (with a Cegorach's Rose to be safe) you have a very good chance of getting a 6 to wound on a kiss attack - that basically sorts any MC you can get into melee with. Also, you can take out any AV10 rear armor vehicle. I'd add in the Death Jester here because shooting wise they won't care very much, and I'd throw the Haywire grenade on the DJ just to spread the points around.

Finally, armor hunters. Caresses all around, along with a Shadowseer to add some S6 goodness.

Thanks for the feedback. I don't think a Hero's Path formation would work for me, as I am planning to use this detachment with Eldar and Dark Eldar allies, and under ITC rules there is a strict limit of three detachments for each army. I do think that specializing my Troupes is a good idea. Here's what I have after revisions:

Masque Detachment

Troops:

Troupe 1: 145 points (Anti-Infantry)
-2x Embrace

Troupe Master:
-Warlord
-Starmist Rainment
-Power Sword
Skyweaver Dedicated Transport: 70 points

Troupe 2: 140 points (Anti-Vehicle)
-4x Caress

Troupe Master:
-Caress
-Haywire Grenades

Troupe 3: 130 points (Anti-MC/Heavy Infantry)
-4x Kiss

Troupe Master:
-Cegorach's Rose

Elites:

Death Jester: 65 points
-Haywire Grenades

Shadowseer: 90 points
-Mastery Level 2
-Haywire Grenades

Shadowseer: 105 points
-Mastery Level 2
-The Mask of Secrets

Fast Attack:

Starweaver: 70 points

Starweaver: 70 points

Heavy Support:

Voidweaver: 75 points
-Haywire Cannon

Total: 955 points

As you suggested, the Mask of Secrets Shadowseer will join the Anti-Infantry, The other Shadowseer will join the Anti-Vehicle, and the Death Jester will join the Anti-MC/Heavy squad.

955 points gives me plenty to add for Allies, especially in an 1850 list. However, I was thinking i could expand the list some. Are the pistol upgrades worth taking on certain models/units? Are the jetbikes worth taking?

Just be aware (from your OP) that veil can't be used while embarked