I agree wholeheartedly with Cavalier on this one. The DE bring a lot to CWE that directly covers their weaknesses, does it cheaply, and is easy to both incorporate into a list, and use on the tabletop.
Harlequins on the other hand are more difficult all around. I do believe they have the potential to absolutely decimate their targets, but they suffer no fools, and if you don't have a very good handle on what you're doing, they will fail you. They are definitely more difficult to get into a list due to the lack of an allied detachment, and most of the formations either force you to take something that you don't want, or can't use, or is just plain more expensive than you can afford. Unlike DE, you can't just throw some in an existing list and call it good. I'd almost say you're better off considering the Harlequin formations you're planning on including, and forming your CWE army around those capabilities. I think they'll pay off in an experienced hand, but they will sorely disappoint the casual user, who'd be better to stick with DE, or just straight CWE.