There's not alot of fluff out there for the Dark Eldar, but the few stories in the codex, combined with others like the Torturer's Tale give a definite hint as to what the Dark Eldar are, and why they do what they do.
Especially from the codex fluff, it's pretty apparent that the Dark Eldar are after souls, and that some of those Dark Eldar channel those souls into themselves. So obviously they are quite demonoic or vampiric in nature, which shows through in the cruelty and terror they cause.
There is obvious evidence that they Dark Eldar use the souls of others to sustain themselves, and that by their nature the Dark Eldar souls are brighter in the warp. I've always been of the opinion that in order to get the most out of the souls of other races, they have to be wiped into a state of high emotion to get the very most from those souls. Obviously the two easiest ways are pain and pleasure, of which they are masters of both.
My thoughts on the Dark Eldar court are similar to those of the ancient Mongolian or Chinese empires, where there is one Emperor or Khan and all others serve him because of his strength and cunning, but there is always duplicity. The Haemonculi are like the court sorcerors or advisors, making sure all is as it needs to be in the court, whipping the slaves into a suitable frenzy for the lords. All others are expendible, while valued for their prowess or loyalty to differring extents, they are only there to serve.
Because of this, I've decided when I post my Kabal of Agony lists over the next couple days I'm going to try and maintain a true Dark Eldar theme. By this I mean that contrary to how I'd normally build my list, this time I will be including Dark Eldar Lords, as well as Incubi in higher points lists.