Dark Eldar are the weaker cousin of the Eldar.
When it comes to Titans and Shields, Eldar do not lose their shields, the shot is saved or it is not. With Dark Eldar, a shield goes down (bonus is you are -1 to hit), but lose all your shields and you can not get any back. You automatically get 1 shield back per turn up to starting amount if you still have an active shield.
They are points costed just as prohibitively as the Eldar, and tend to have more expensive upgrades and additions to formations than other armies like Marines where upgrades work out cheaper per unit than the cost per unit in the original formation purchase. This does mean 2 things - you either have larger formations, but less of them because of the higher cost, or smaller formations, but more activations, and the formations are broken easier.
The units/infantry/ vehicles I have found the most effective and provide the best performance for what you pay in points cost are:
Vessels of Pain preferably taken as lone killers to get the extra activation, avoid giving the enemy too many BTS objectives and have 3 DC, 2 shadow fields, 4+ Reinforced armour and a good variety of weaponry including range 45 MWs.
Reaver Jetbikes - they are infantry, so AT weapons are useless, have a move of 40cm, with skimmer, can provide FF support even when they triple move (due to Dark Eldar special rule), and have a 4+ save. Really great as initiative sinks, and for taking isolated objectives. Bad thing is they have no ranged weapons only FF and CC.
Barge of Pleasure - can carry 4 infantry and infantry can shoot from vehicle. has shields and 3 DC but save is only 5+ as with vessel of pain it has Reinforced armour.
Razorwings - These Fighter Bombers have a decent save at 4+, and can jink at 4+ when you have MW weapons fired at them. They have MW weapons and can perform AA (though not as well as Ravens). Dark Eldar have no ground based AA weaponry (at the moment, however changes are on the way I hear). Well costed at 175 points for 2.
Scourges are jump infantry and one of the few infantry with decently ranged weaponry in the list. They also have Lance weapons, and a save (even if it is not that much). They also move 30cm, can deep strike (teleport).
Mandrakes - I have had hit and miss results with these guys. They can teleport in and have a low level save. They are slow 15cm like all basic infantry, but have infiltrate (can charge 30cm). They also have first strike
Talos - If you could get larger formations are a cheaper price I would build a few large formations of them. Slow for vehicles at 15cm, but the armour save is 4+ RA, and they are fearless. Their weapons are very short ranged, and I tend to get them in close combat where their MWs work best. 4 of them can also be deployed via the Slavebringer War Engine/bomber transport.
I tried a combo of the following with limited success, but they are not useful if you want the army to be a raider force 100%.
Haemonculi with Grotesques, backed up by Talos and Perditors, and bulk the force out with Raider transports. It is a decent force to hold a forward objective near the middle of the table and use the Perditors Indirect Disrupt artillery to force the enemy to rush in and attack. Except for the Raiders, the force is Fearless, Everything has an armour save, and is best to rush them up and park them on an objective.
I have used Wyches once, and they performed OK, but they do not have an armour save unless you get in close combat.
I dislike using formations of Kalabite warriors mounted in raiders. So fragile and not that useful - tactics wise when you want to move - shoot - move, and you only have a single range 30cm AT weapon on the raiders, and range 15cm AP weapons on the troops. Thankfully you can shoot from the transports. If you can arrange and actually get a character to bring other formations along with them, then you can set up a large FF/ CC engagement with jetbikes, Wyches and raider mounted Kalabites. Once you do this, the formations are usually left vulnerable and easy targets for enemy sniping as they can not all find cover to hide in or behind.
Ravagers - for the points cost they are easily the unit that has the most fire power per model. They have a 4+ save, but as I have found out to my detriment (the same with Raiders) is that being Light Vehicles, enemy can target them with AP. AT, MW and TK weapons, and generally do. Their weapons range out to 30cm max, and when you are hiding behind cover, the enemy indirect artillery (that does not scatter) always uses the AP option to hit you as it is better.
Titans and the Executioner. Titans are a hard one, as they do move 35cm, until they get a crit and drop down to 25cm. They have better DC and more shields, and more weapons and have one of the few TK weapon options Dark Eldar get, but against some armies like AMTL they will die quickly, and they sink up a lot of points. The executioner is too expensive to field, and its rules mean it sits around like the Squats Overlord Airships and everything can see it and shoot at it. It is one of the best AA platforms, and has a huge amount of weapons at range 45cm or even 60cm, but its loss will be hard felt. You could use it to draw enemy fire and then pick off enemy targets of choice, but I tend not to use them.
As mentioned by many, they are a glass hammer. You tailor your list for a purpose and stick to it.
Close combat with lots of fast strike units like Wyches, Jetbikes, Hellions and Sdcourges backed up by Ravagers, smaller Kalabite/Raider formations and the Kabal Coterie. (always have Razorwings and Ravens for CAP and extra strafing support)
Skirmish hit and Run - use your bikes to get objectives, Vessels of Pain and Ravagers, backed up by Kalabites mounted in Barges of Pleasure to move - shoot - move and snipe at the enemy. Use your minimum 2 Razorwing formations for CAP/Intercept and to finish off broken enemy units.
You could go the stand an hold tactic, but this is not advised. The cost of large fearless formations of Talos, Perditors, Haemonculi/Groteques, is just to prohibitive. There are not enough other options you can take to back them up if this is your only tactic. The army is just too brittle.
I prefer the hit and run tactic.
This is my current collection for Dark Eldar, although more of the minis have been painted since this photo was taken. I have also added 4 more Barges of Pleasure.

I use the NETEA list, as I find having formations leaders does help remove blast markers and keep your formations in the field longer.