I use them a lot still.
I agree that it's good to keep things cheap if you can. I run my melee weapons different then GML. I typically run 4-5 kiss's in my squads with a caress or two for added 'umph. I think kiss's, due to the cost are the best weapon in the book. Caresses however can be good and are nice to have incase of vehicles. Them being a weird points value (not a multiple of 5) is awkward to fit in. I never use embraces, I've never found them working for me and they lack AP2.
I run ceograch's revenge exclusively for the re-rolling saves. It's critical to keeping things alive. Mirage launchers are way better when you can re-roll 1's and makes the Solitare quite hard to kill. I put the starmist Raiment on my troupe master warlord for the same reason.
GML is spot on with Veil being critical to cast. Never risk less dice to cast it. If I fail to get that power off, I know that squad is dead (lol).
Death Jesters I often separate to hold back table objectives and so they can shoot. I have never used the exploding ammo, but high BS and P- Strikes is quite nice. They do a lot of work especially with their great special rule.
Haywire on bikes is great I find. Small blast combined with their above average BS means against vehicles and even if they scatter they'll still hit. I run them in 3 man units and they often reliably glance 3 hull point vehicles to death. I am going to try running then with two haywire and one shurkin cannon (as I didn't glue the guns in so I could swap them) and see how that does.
On that subject, I found the prismatic Cannon on the voidweaver is hot garbage and has been completely useless for me. For the Voidweaver, Far better to almost reliably get a glancing hit with the haywire.
Shadowseers are great, so is the Mask of Secrets.
Starweavers are fine as well.
For 1850, I am running this sort of list.
x8 models with master
x1 caress, x5 kiss
x8 models with master
x1 caress, x5 kiss
master w/Caress and Starmist Raiment (warlord) (roll on light to try and get +4 to seize, or D3 infiltrate etc..)
Troupe 3 (rides in starweaver. Reserves, or outflanks depending on warlord trait, or deploys...depends on situations.)
x6 models with master
x2 caress, x3 kiss
Death jester x3 (deploy with either troupes or bikes and then hides in the back and shoots things.)
Shadowseer x3 (ML2, one with mask of secrets) two roll on Codex powers, third 50/50 codex or telepathy. I have one troupe riding around in a starweaver, so one foot troupe has two shadowseers. I am desperate to get the power fog of dreams, it's the best power.
Sky weavers x2
x2 haywire, x1 shurken
(The glaves are really good as AP2 is good. The bolas is also good, but I'd rather have more glaves then Bolas.)
Squad of Two voidweavers with Haywire. (Basically, they will try and finish off hullpoints on units the bikes have trouble finishing off. The aft gun is cute, but I rarely get to fire it.
I try to avoid jinking with my stuff. First serious threat, I'll use mirage launchers and then hope the 5++ works. Unless I have stealth, jinking I don't think is much better then a 5+ with re-rolling 1's and you can still shoot at BS.
I have mixed success with the harlequins. Vehicle heavy IG and stuff like that is rough, but only if the tanks shoot well. Not too worried about Rhino's (at least in hurting me). I can deal quite well with Knights in melee. Solitare and a few S7 charging kiss's and caress have twice for me killed a knight in one round of combat. I typically don't shoot it, unless I have no other targets. I feel with Gargantuan critters I'd do the same. Charge and not shoot (if possible). Most games are up hill battles, but with Fleet and Run+Charge, the army is pretty quick even on foot and turn two charges are the norm.
Target priority is very important and keeping an eye on charge distances. You will crumble if you're charged, so I always try and keep my units out my opponents charge range, but try to get it myself. For example: Thunderwolves move 12" and then will on average charge 5"-8" reliably. So, I will try to stay around 21" and try to get the charge myself, Or if I get fog of dreams, move up and fog whatever deathstar or unit I'm worried about and then my opponent either retreats, or charge me with a weakened unit I can Hit and Run from.
If you roll a 3 or less from a run move, re-roll it with fleet. Odds are good you'll roll 3 or above. Same with charges.
I'd had some crazy games where all my units made 9"+ inch charges in the same turn lol.
playing cagey and smart is the key to winning. Don't take unnecessary risks, unless you can capitalize on it and assume that most games are going to be very hard to win ha ha.