They're Desperate Allies with the Dark Eldar, which might cause a few problems (you'd have to keep clear of it or chance losing turns to your guys freaking out). They're superheavies, which might be problematic with our gaming group (I'm okay with it, but I can't speak for the others).
The models are badass, though. In terms of efficacy, I can't say--seen the stats, and they look really durable, but their offense is best in close combat and their shooting is okay, but maybe not for the points investment.
Final note: Imperial Knights teaming up with Dark Eldar? How do you explain that