So I lurk on a number of different 40k boards with Dark Eldar subforums. I generally try and put in my 2 cents whenever I see someone asking about Dark Eldar. But for as much I play them, I find it's always a difficult to answer when someone asks, "what are Dark Eldar? How do they play?" I find that the first and most obvious answer is speed. They are fast, and use a great deal of movement. But that always seems so inadequate. They are more than that, but it's hard to explain.
So the question came up, and I tried to explain them as best I could for a beginner, but as I was doing it I was struck by a profound though. My Dark Eldar aren't only fast, they are a countering army. When I thought more about how I play my army, and how I build my armylists, I realized I put in certain units to deal with particular units my opponent may bring. Not in the 'I'm fighting Tyranids, load up on flamers' tailoring that you see from things like marines. But more in the contingency type of be prepared planning.
For example, I put in a squad of wyches. My plan for them, send them against the opponents best CC unit, and neutralize them. If I can send in a support unit to finish that combat. Put in some triple dissie Ravagers to take care of large infantry squads. Drop a couple twin Dark Lance warrior squads in to take care of armour. Slot in a Talos to take care of any heavy hitting stuff the Lances can't. Throw in a couple Haemonculus to destructor any castling units, regardless of their armour save. Then make sure there are a couple all purpose Raider squads, possibly to accompany one of those Haemonculus.
No matter what my opponent puts on the table, I expect to have something to counter or neutralize it. I think the only exception to that is psykers. Even that is more because I choose not to use the campy gear like the Crucible of Maledictions. But every army has to have a weakness right? Honestly, how often is an army going to have so many psykers that I'll be in that much trouble right?