Hey there,
I picked up the new Harlequin Codex as soon as it got out, since they're my favourite army lore-wise, and since after Christmas my one measly Troupe got bolstered by a Starweaver I've decided to finally get some work done and assemble all of them. While the vehicle itself poses no problems since it has no options at all, the Troupe, with a plethora of weapons to choose from, is a wholly different matter. After looking at what they can take I've boiled it down to:
Neuro disruptor: short range, nice AP, almost automatic wounding, useless against vehicles. Basically good for frying MEQs and TEQs, as it bypasses their armour. Not expensive
Fusion pistol: nice S, nice AP, very short range. Basically one-shot thing useful against anything, especially vehicles. Expensive
Harley embrace: The "I'm gonna charge you" weapon. Cheap
Harley kiss: Basically gives them one very good close-combat attack that is almost sure to wound with its high S and to bypass armour. Cheap
Harley caress: Bladestorm for Harlequins, except that it triggers on hit, not on wound. Not very expensive
Are there any options that are deemed just not worth the effort and too inefficient? Are there any must-have picks? My potential opponent pool is quite large, as I could potentially be paired with Tyranids, Space Marines of all sorts, Chaos, Tau, Orks, other Eldar or Necrons and I don't really want to magnetise all those arms just to switch loadouts between battles (although that might be a nifty idea...).
My thought process so far: with Harlequins I want to get them into close combat and fast, preferably while charging. While the ranged weapons sure are nice, they're relatively points-expensive and they might be a bit too effective - if I kill that first guy and fail to charge the whole unit it will hurt. Fusion pistol seems like the better bet of the two, since it can be used against anything, vehicles included, but it has extremely short range, so I'll basically have to move my guys almost into base-to-base contact to actually use it (hyperbole, I know, but it still kind of stands). Neuro disruptor, on the other hand, is a bit cheaper, has the same chance of killing non-vehicles and has a better range. I'm a bit tempted to take one of both just to be sure, but I also don't want to overkill it, since all Harlequin stuff is a bit expensive points-wise (at least when compared to a Guardian or a Dire Avenger

).
As far as melee goes I'm not sure about the embrace, as it only works on the initial turn and that only if I'm charging, otherwise it's useless; similarly the caress relying on getting 6s to hit, which with, what, 4 Attacks on charge can be a bit of a problem. The Kisses seem good and I see almost no reason not to outfit everyone with one. Maybe a caress for the Master just for the additional Attack and kisses for the rest? Again, overkill much?
The way I see it now, with a standard 6-player Troupe (well, I call it standard since that's the amount the Starweaver can take) I could potentially take one caress, three kisses, one fusion pistol and one neuro disruptor, which should give me a nice all-purpose troupe... but at a significantly higher cost than a full-10-man Avenger squad with an Exarch or a fully-outfitted Wave Serpent. Is that putting too many eggs in one basket or are simply Harlequin units like that: expensive? Seeing that the whole Masque should have only 3 Troupes it might be the latter...
Oh, also in the first few games I'll use my Harlequins as an Allied detachment to my Eldar, since right now my collection stands at 2 Troupes (one the pre-Codex Finecast ones, the other the new plastics), one Starweaver and a Shadowseer, so unless my gaming group decides on some sort of combat patrol tournament they're gonna be attached to their Craftworld brethren.
So, what to do? Go crazy and outfit them with everything I can get my hands on? Go conservative? Lose the next month or so magnetising everything, so I don't have to worry about it now?

Any comments and criticisms, especially coming from battlefield experience, are more than welcome.
Cheers