Depends on who you play the most. If playing an army with a lot of marines then the banshees in a wave serpent (otherwise they get shot to pieces) with a farseer to help the girls opponents with dooming a unit whilst fortuning their armour saves.
However if you prefer durability then go for the scorpions. They hit with more attacks at a higher strength with the added bonus of more durability and do not need a transport or farseer to make them more effective. However they do not ignore armour saves meaning that they are better against lightly armoured hordes.
I prefer however to use scorpions with an exarch with biting blade supported by karandras (needs a full squad)
They're both good, but I prefer the Scorpions because they're still good against MEQs, but awesome against hordes (like squads of 20 Termagants) and the Banshees aren't so good against hordes or MEQs and so you need the Farseer to make them good. Also noteworthy, Banshees don't have assault grenades and Scorpions do, so if your opponent knows how to use cover (and most boards are 1/4 cover) then your Banshees are screwed striking at initiative 1.
Summary: Scorpions are always good, Banshees shine in some situations and are terrible in others. If you can force your opponent to play on your terms the Banshees are probably better, but otherwise I sincerely suggest the Scorpions.
Oh, and just take 8 Scorpions, no Exarch, put them in a Serpent with either an Eldar Missile Launcher or a Brightlance so that you've got some tank popping and go try stuff out.
A third option that you might want to consider is a squad of Warlocks. Get Enhance, Embolden, and some Destructor and some Singing Spear and you've got a really versatile force to be reckoned with.
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