Harlequins are a fabulous Counterattack for your shooty eldar force.
Keep them centered within your firebase, dont allow any transports to get close enough to drop troops and rapid fire on them, they are a BIG target for this. They have to be protected until its time for them to pounce and get the enemy off of your guys.
I've heard people whine about how useless the Death Jester is, this is just wrong. Harlequins should NOT be charging across the table. Veil of tears is nice but a single squad getting close somehow and rapid firing will kill the harlequins dead. Even if they are toting along a Farseer that Fortunes them, even this isnt protection enough for 18-22+ pt models. If you want to be offensive with them, for pete's sake stick them in a falcon. Otherwise, have them sit back and let the Death Jester shoot adding to your crazy firepower. They will fight in HtH soon enough.
As a counterattack unit, they are one of the scariest units in the game. Everyone is afraid of Genestealers, now the eldar have a unit that is worse. They cant be shot at at range, the best spotting distance a unit can roll to see them is 12" after rolling boxcars. Indirect or 'guess' range weapons cant even shoot at them, period. No extra dice for deviation, simply "cannot shoot if not within spotting distance". (excluding, a minelaying Whirlwind, which targets the ground)
If you will look, the only unit that really compares to them in the codex are the Howling Banshees, for Close combat scariness. Banshees are a bit more offensive though and are better suited (largly due to their transport option) for a more 'in your face' set of tactics. They are a bit, just a small bit, sturdier against enemy shooting and hth hits. Thanx to the Veil though, the Harlequins are Obviously suited more to hanging back. If an enemy sees banshees or even scorpions sitting back waiting to counterattack his main charge on your forces he might be inclined to blast them with heavy bolters or an ordinance shot to lessen your chances of fighting him off. Those aspects are made more for offensive tactics than defensive ones, like the harlequins are suited for.
I for one cant wait for the new models to come out. My eldar list is total firepower superiority, and I'm waiting for the harlequins to come out to complete my counterattack against HtH armies. I refuse to proxy or buy the older models as the newer ones are so nice. Try the Harlies the way I described above and I'm sure you'll find they're worth every point.