you dont
need a character, they are an option. I generally dont take squad leaders, as they take up too many points. For the price of one squad leader fully upgraded, you can probably afford 2 more harlies.
squad leader or 3 normal harlies? your choice.
and yes allies are deadly, just make sure you make the best use out of them numbers wise, as they take up elite slots which i would much rather use on my aspect warriors. Hence why i take biel-tan when using harlies.
Venoms are good options for harlies, as they prevent them getting shot down on foot, but if they blow up your venom, on a 4+ your harlies die...
just make sure you dont expose your venom to too much fire, which is hard now as they have changed the rules to make it harder to disembark at speed, leaving you stranded right in front of the enemy.
[edit] venoms dont take up another elites slot by the way when taken for troupes