Let's not forget the human factor here,gentles. Everybody seems to be best at playing some units. For example; I LOVE Banshees. I clean whole table quarters with the girls. The tales i could tell... Like the time My shees routed one unit of necrons and chased it off the board (no WBB for you, matey), wiped out a second in HTH in the process (power weapons - your not gettin up either), and then wiped out three destroyers and a heavy destroyers just for sheer high spirits. And they still had seven girls left when the Necs phased!
My friend who plays Eldar, however, never seems to get much out of the ladys; they are lucky to get one or two kills before dying. His Scorps are quite good, though, and his Warp spiders are a holy terror!
A newbie would be best advised to try them all and see what he likes best. Find a friend who'll let you proxy before you spend all that money, and test things out.
To that end, here are some of my observations about these three:
Scorps: One thing that is often overlooked about these bug-boys is just how well they defend against charges. Let's face it; Eldar have a tendency to vaporize when marines get the bounce on us, and you can't always stop that from happening (especially against BA rhino-squads). The scorps, however, get 2 attacks PLUS a mandiblaster for three attacks - even defending. With their high initiative, they will usually strike first with all three! The mandi will even go before Genestealers! Assuming you've weakened the stealers with fire before hand, this can really save your bacon. And against Marines, imagine the look on his face when he's so proud that he gets 2 attacks +1 for charging...only to find out that you get three attacks FIRST! With the base-to-base figures dead, he ends up throwing rocks at your 3+ armor. His assault sputtering to an ignomius halt, you grin as you reach for your....
Howling Banshees: These are (as the wise have already said in this thread) commando raiders. The key rule for them is; "Never let the other guy swing back." You should see a flurry of power weapons, and when the dust clears, there is no one left to fight. Then the Banshees consolidate to a safer spot and prepare for the next strike. They should always be hitting stuff that's isolated from support, small, or vulnerable. You should see the look on a SMurf's face as he reaches for his dice to try to make 10 5+ saves for his terminators. "Armor? You don't need no stinking armor!"
Because they need to pick their targets so carefully, I consider it manditory for them to have a waveserpent. Not only does it's mobility justify it's cost; you can even take out obnoxius critters (Like death company yahoos) with it's twin-linked starcannons. AND...If that wasn't enough; it also draws a lot of fire from those heavy weapons (the ones that have AP4 and higher) away from your girls after they drop off. This increases their survival and the chance that they will get to fleet-of-foot into somebody else next turn.
Warp Spiders: These arachnaphiles are flexibility defined. They are fast, shooty (str 6!), and sneakily assaulty. I suspect the biggest mistake people make with them is trying to use them alone. They do it all, but they don't do anything as well as the specialists. They don't shoot as well as fire dragons, or assault as well as scorpians, BUT...they assault better than fire dragons and shoot better than scorpians. The way they seem most effective is as a mobile reserve. They can happily back up anyone who is in over their head and then disengage to do it again for someone else next turn. This is particularly usefull agaist POA armies (Point-of-Attack: Concentrating force against one spot in an attempt to destroy parts of an enemies' army before he can respond) such as Rhino-Rushers. Just when he thinks he has you overwhelmed on a flank, teleporting blip-heads show up and say,"I don't thins so quicks-draw."
Note also how usefull these troops become together:
Scorpians blunt the charge and the marine ends up with half his squad tied in melee. Then the banshees fleet-of-foot around him and charge in wiping him out before he can swing back. Then everybody consolidates so that the scorps are back in front waiting to do it all again. If the assault comes in two squads strong, the warp spiders can do their "surprise assault" and disengage manuever to help out, or they can blip forward to shoot at (and weaken) the next wave and blip back to safety. Used together, these folks become a criminally effective tag-team. With the reapers messing up his attempts to bunch up for mass charges, you should have little trouble dealing with the rhino-riders.
If you are still worried about the scorps survivability, just throw fortune on them and let them re-roll their 3+ saves...Then grin like an Irishman that just discovered the beer's free.