As you all probably know, Dark Eldar are very fast and if caught unawares, it can be disasterous. Most of the army has only a 5+ save, which if you are fighting Space marines or Sisters of Battle, you wont get to take an armour save if their shots wound. Thats why you need to be sneaky and if you see an oppertunity, pounce at it! What i usually do is use every bit of cover to my advantage. Cover saves give you a save of 4-6 which is good because fighting against the Space Marines, this may be helpful. I sneak up behind the cover until i get close enough to use fleet of foot or charge or do whatever. Dark Eldar are very good at close combat. Once a little warrior of mine brought down one of the most powerful things in warhammer 40k, a terminator. That goes to show, 16 or so warriors, i think, are an excellent number. They have firepower and have a weapon skill of 4 and almost always get to attack first. But of course, 8 incubi are certainly better than 16 warriors. If you want to win a battle, dont go thinking you can beat them with firepower, even imperial gaurd, with their lasguns, you wont be able to beat them with firepower so you have to beat them in close combat. Wyches, Incubi and your lord, Talos, Warpbeasts and Reaver jetbikes are good in close combat. The only thing is how to get them into close combat without them getting ripped to shreds with fire. What I do is get my 6 grotesques and use them as covering fire, they will be in the line of site of wychs and protect them untill they get into close combat. Well i do my battles this way, and i have a winning streak of 5 which either means this tactic is good or my opponents aren't any good, i hope you find it to be a good tactic.
If you have any tactics that are better than this, send them in!