I'm guessing that you're playing Ultras? The real question is how many Str7+ shots can you get off in one turn?
I really cannot help you on the Marine front, but my IG have very little problem against skimmer heavy armies due to the massive number of mid/high strength shots I can send across the board on turn one. Generally, I'm downing two birds and shaking a third and fourth. While that does leave the skimmers open to move forward and drop troops on the next turn, I'll still have one more turn before they hit my lines to try my luck again.
Also keep in mind that skimmer armies are difficult to use when the transports don't stay afloat. Those skimmers cost a lot in terms of points, so by getting rid of even a couple, you are putting a real dent in his ability to take/contest quarters/objectives. IMHO, Falcons are not as nasty as people claim. Serpents with all the goodies are much, much, worse.
Vs eldar best thing to do is stop them shooting for a turn, then move onto another target, minimise the damage they can do to you and any you take down bonus. With tau close the gap as quick as possible and take out the biggest threat, again knowing when to move onto another target an leaving it so they aren't doing you any damage is important. Getting rear and side armour shots helps as it just increases the amount of glancing hits your likely to get. More glancing hits = more likely to destroy.
Also more shots generally wins out over high strength.
I think for IG autocannons would fit the bill very well. What I'm hearing is as long as you have a good, balanced force with a range of firepower (and the know-how) just to stay on your toes and hit the things until they go down. Thanks!
Trying to kill eldar tanks, unless you get first turn and can hit them before they move, is not likely to succeed. The important thing is to prevent them from shooting you, which means getting a shaken result on a tank and then switching target. You might shoot a gun or two off, maybe you will immobilise the vehicle, but those are bonusses. If one of them is carrying scary assault troops or fire dragons then it might be worth trying to take them down but mostly it's about reducing the damage you take.
Hammerheads are way easier to kill. Also a single weapon destroyed result means they are no real threat to your army. On the other hand a difficulty can come if the hammerhead decides to use range and cover to cut down the amount of stuff that can target it, when it will do serious damage. You need mobile stuff with long ranged guns, probably predators, to take them on in this situation. Deep striking stuff against them can be good as well.
Remember, once you've glanced the tank it's pretty much finished. It's not shooting next turn and will probably be forced to stand still for you to finish it off next turn. The trick is glancing it.
With space marines you may have a little trouble... but lascannons in tactical squads are okay... try to hunt down the skimmers with preds, termies and tactical squads. IF they're at range and using cover well you will have some trouble.
shots from behind cause me no end of hell. my main eldar opponent too but hey. ive infiltrated stealth suits behind moved them and shot, failing to do anything with the fb but destroying it with burst cannons. anything to get behind them. innocuous units such as drone squads also do the trick. (theyre often ignored cause they seem so weak, kinda like frisbees but S5 against rear armr does the trick.
One thing I feel should be added is that against Tau skimmers in particular, it's best to focus your fire on a single vehicle in a turn, and keep shooting until it's either destroyed or so badly damaged that it won't pose much (if any) threat to the rest of your force.
I'm a Tau player and all too often people will ignore my Hammerheads after they blow off their main weapons. To me, this is great, as it means I can just sit back and pepper their units with smart missiles before moving onto objectives late in the game.
Eldar are a bit different, especially in the case of Falcons. As has been said above, it's probably a good idea to just shake them and then leave them be as the chances of bringing them down on a glancing hit are slim to none. Wave Serpents can be dealt with similar to Tau vehicles, though you don't need to focus completely. Wave Serpents aren't scoring units, so you need not worry so much about them coming back to haunt you late game.
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