Here's where you'll find a run-down on every troop type.
But where to begin? Oh well. Just find your own way around.
I. Characters
A. Avatar
B. Farseer
C. Warlocks
D. Exarchs
II. Squads
A. Basic Troops
1. Guardians
2. Scouts
3. Wraithguard
B. Aspect Warriors
1. Dire Avengers
2. Fire Dragons
3. Dark Reapers
4. Swooping
Hawks
5. Banshees
and Scorpions
6. Warp Spiders
III. Support
A. Antigrav Platforms
B. Vehicles
1. Dreadnoughts
2. War Walkers
3. Jetbikes
4. Vypers
5. Falcons
IV. Harlequins
A. Characters
1. Great Harlequin
2. Death Jester
3. Solitaire
4. Shadow
Seer
B. Troopers
Avatar
There's not much to say about this guy. He's big
and strong, and nearly invincible. On the downside, though, he cannot
fight at long distance and costs an arm and a leg in point values.
My advice is to use him only if you are playing a very big game and only
if there is dense terrain for him to hide in.
Farseer
If you are playing any battle that is less than 3000 points take a Farseer to command your army. He's tough, armoured okay, and he can use all of the wonderful Eldar psyker powers. Keep him in cover, though, as he will doubtlessly be a priority target for the enemy. Load him up with wargear, such as Spirit Stones, Runes, and by all means give him a Witch Blade. A good tactic I use is to put two level two Warlocks in my Farseer-led army, and that guarantees that the Farseer gets the three Farseer Only powers (Mind War: Oh Yeah!).
Warlocks
Again, these psykers are tough and armoured well. Put at least one in your army, no matter what size, in order to take advantage of the fact that no other race's powers can compare to the Eldar powers. If you don't have a Farseer commanding your army, take at least two at level two or higher (a level one Warlock is just a waste of points). A tactic I use is to get a Warlock with the Eldritch Storm and Executioner powers. Seal him in a tight place that's close to the enemy with Eldritch Storm, and execute them, one by one if need be. When you want to get him somewhere else, just call off the Eldritch Storm.
Exarchs
Exarchs are great for specific roles. Either have one lead your Aspect Warrior squad or pump him up with Exarch Wargear and put him on his own. One favorite of mine is to take the Swooping Hawk Exarch with a lasblaster and give him Fast Shot, and you've got a guy flying around carrying what is essentially a Scatter Laser. On the other hand, equip the Exarch for one task. Give your Exarch a Warp Generator and Mandiblasters and a Banshee Mask, to make him the ultimate hand-to-hand fighter, or a Reaper Helmet w/ missile launcher and Hawk Wings to make him a potent sniper, able to change locations when need be.
Guardians
You may be asking 'Why Guardians?'. My response is 'VERSATILITY!'. A handful of Guardians can easily take out plenty of Orks or Termagants, and then move under cover to take on the heavies. Stock your army full of them, too. If you don't use enough of them, you might end up being outnumbered by even Space Marines (and normally that only happens to Necrons). Always use shuriken catapults, though, because the lasguns are crap. You wouldn't want to be matched by Imperial Guardsmen now, would you? This is easier now that Citadel has released the boxed plastic Guardians with Shuriken Catapults. What I do is get a boxed set of six Guardians, followed by two packs of two, and I've got two squads, ready to fight.
Scouts
These are basically Guardians with sniper rifles and cameleoline armour. Take only two squads at a maximum, because for pumped Guardians, they are pretty expensive, points-wise. They do have the benefits of infiltration and dispersed formation, though. I suggest placing them somewhere where they can hit the enemy, but not vise-versa.
Wraithguard
If these are put in your army, they will bring damnation to either you or your enemy, depending on your strategy and luck. Advantages: high WS and BS, Wraithcannon, immortality against anything weaker than a bolter, sometimes undamaged by heavier weapons. Disadvantages: slow, short range, high point values, must have living Eldar on table. If you can use them well, by all means use them! Otherwise, don't even bother, because they might not even have a chance to do anything in the game.
Dire Avengers
Again, simply Guardians with better equipment and stats. A Dire Avenger one-on-one with a Space Marine is a pretty even match, but at less points for the Eldar player. These guys are about as versatile as Guardians, maybe even more so. Put a squad or two in your army to provide support for Aspect Warriors and to step in and replace Guardians as they are picked off.
Fire Dragons
Fire Dragons are very adept at short-range fighting. They have tough armour and a very nice weapon. I would suggest loading them onto a Falcon and releasing them into enemy territory the next turn. This way they can wreak their havoc on anybody dumb enough to get close to them. This works especially well when the enemy is located inside a building or other tight area.
Dark Reapers
Long range. Tough armour. Excellent weapon. Very high point value. Need short range protection in the form of Guardians. 'Nuff said.
Swooping Hawks
These are very (and I DO mean very) mobile soldiers. Their maximum move is 36", they can fly high, they can drop grenades and shoot in the same turn, and all shots against them suffer a -1 to hit. The only thing they don't have is good armour or good weapons (besides the grenade packs). Make sure your turn is first, though, because they will end up dead (but not before taking out their points' worth : )
Banshees and Scorpions
You all know what they do, so the real question is which ones to pick for your army. I say use the Banshees if and only if you have a really good strategy to get them close to the enemy. Otherwise, use the Scorpions, because they are a bit more flexible than Banshees, and can survive an unexpected onslaught better.
Warp Spiders
Cheesy, yeah, but highly recommended. They can take out hordes of Orks or Tyranids at a time. They've got it all: good armour, great weapons, high mobility, and they look the coolest out of all of the Aspect Warriors. I like to keep them moving behind cover and just pop out at the enemy to soupify them. I've only lost one battle in my time, and it's only because a few Cyclone Terminators had a lucky shot at my Spiders before I had a chance to move them closer.
Antigrav Platforms
There's not much to say about these, really. They're just your average weapons platforms, except that they are much more mobile than Imperial weapons. Keep the longer-ranged ones behind the main lines and the rest (the D-cannon) supporting your Guardians.
Dreadnoughts
The only disadvantage to these is their high point value. But then again, it may be worth it for these mobile fighting machines. A good thing to do would be to put two Shuriken Catapults on the arms and a D-cannon on the shoulder. This way, the dreadnought can provide its own cover fire while it manouvers into the D-cannon's range. Always keep the front of it facing the enemy, so that they have a good chance of hitting the front of the head.
War Walkers
These are awesome for long range support. Just don't get them in close quarters. Trust me. One time I got my War Walker into HtH with a level 3 Librarian, and he just ripped the Walker apart. One thing I like to do is to use the Eldar Guide power to fire the Lascannon and pick off important characters. Another time I would have taken out two Imperial Lascannon emplacements so I could get my Walker closer and unleash the scatter laser, but the game was cut short.