Of course, they have other uses as well. Cold One Knights can make a great core for your army, shades are excellent for supporting or taking out heros and warmachines, & harpies are good for distractions.
Executioners are a good stand alone unit, or an even better shock unit. Having S5 and KB means alot, and for the price, they're a steal. The reason I advise against taking a large block of executioners is simply that they have no staying power. On the charge, you can expect to wound 2-3, and maybe take one back. If you don't break, you're [I swear too much]ed. On the other hand, if you're flanking, you have another unit there to take the brunt of the damage, and you will have the added bonuses of flanking and outnumbering. Sticking a hydra banner in a block of these can spell out annihilation for your opponent faster than they can even say it (if you're quick at rolling dice anyway)
Witch Elves are another great shock troop, but the problem is, of course, being forced to charge. While having 3 attacks that auto wound on a 6, they are probably the best unit in the game at taking large blocks of unarmoured troops out, but being forced to charge is the biggest curse of all. A clever opponent with fast cavalry can tangle a unit of these ladies up for a full game with a little bit of practice. WE are different from Execs in that they can be a good block unit, and a good shock troop. They have little staying power due to only having Light Armour, but the fact you send out 3 poisoned attacks per turn is a gigantic advantage. A larger frontage (no pun intended) of Witch Elves can be dangerous for almost any enemy.
Cold One Chariots are probably one of our toughest units. A charge from a brace of chariots is enough to break most units if you roll decently on your impact hits. These are probably some of my favorite units in the game, and just plain look cool. The problem with them of course, is that most artillery can literally blast them to high heavens. A Brace of chariots is always recomended, as even a lone chariot can mean all the difference in the world.
Cold One Knights are another great asset. Again, arguable one of the best units of it's kind (that being heavy cavalry), these guys have the best armoursave in the list, and without a doubt some of the best staying power. Thier steeds are S4, and the exceptionally high WS is always nice. Unforunately, stupidity can take quite the toll, but again, thanks to the revision, that is no longer tas big of a problem as it was before. You will most likely fail .75 turns each game with the new LD, so it's not too big of a deal anymore (unless you suck at rolling dice). Supported by a unit of DR, and even better, a Hydra Banner, these guys are just plain scary.
Shades are without a doubt tied with chariots as my favorite unit in the list. Although I hardly used them for the first year of release, I ended up taking them quite consistantly a month or two before the revision. The sheer amount of shots you can dish out is amazing for the BS you get, and a lone unit can destroy a lightly armoured unit no problem. One game I play, a mere unit of 7 took out about 4-5 of Tichihuici's Raiders, and a base and a half of lizard swarms. I highly recomend them, as they are the ultimate pest. They are not nescissary, but they make like much easier, and certainly more fun.
Harpies are a unit I've never had much luck with. Not being able to use general's leadership, and having WS3 is something I'm not used to (I play elves and undead, give me a break). Despite thier high S, and flying abilities, my luck with them has never been good. I've heard stories of a unit of 5 being able to destroy multiple units of warmachines without breaking a sweat, but more often than not, I just find mine run screaming at a warmachine crew, then running away pissing themselves. These are a unit that are 100% personal opinion. Some people love em, others hate 'em. You've got to decide which you are.
When it comes to rare, we've got some pretty sweet deals.
Black Guard are probably the best unit in the entire list when it comes to taking a charge. With a stubborn on LD 9, and rerolling a high such a high WS at S4, they are nothing to take lightly. Unforunately, they WILL cost you more than you will usually be able to afford, but what can I say? They look cool
War Hydras are another great asset. They can smash most lines without thinking about it, and having one of the highest Strengths in the army, and the fact that you can shoot fire out of your mouth is always cool. I rarely use them, but when I do, I love em with every part of my body (Including my pee-pee)
Reaper Bolt Throwers (or RBTs) are often considered to be the stongest thing in the whole list. Just 2 of these can often soften up a unit so that even shades can take on the unit with general ease. Be it Knight, Dragon, or Skaven Slave, this thing can take care of it. Just remember to deploy it fairly forward.
The Cauldron of Blood is yet another unit that got thier in the revision. Before they were fairly useless, having almost no range for thier effects, and a crew that drops dead the first time they get shot at. Now with the increase in range, they are almost always worth taking (although I usually prefer a hydra or pair of RBTs. Of course, I rarely take Witch Elves), especially when Witch Elves are in the army.
Unlike High elves, Dark Elves are much more mix and match. There are different forms of lists, but generally, it's mix and match.
Other useful tips I have are much simpler.
Always taking units that are multiples of 4 + 1 is another that goes for any race. It cuts down on panic.
Never tell your opponent if you've taken an assassin (or shadowblade). It's fluffy, and makes sense. Hiding assassins in a unit of warriors is always a good idea too. Opponents will usually expect you to put them in a unit of executioners or black guard, but what are the chances of being in warriors? Or use the exact opposite logic. It depends on how cunning your opponent is. If in doubt, just make the assassin a scout (except shadowblade. I would pretty much never deploy him anywhere but in an enemy unit).
Try not to use assassins (or the same list for that matter) on a regular basis. Use assassins one out of every 5 games. Keep your opponent guessing.
Don't tailor lists. It just takes the fun out.
Don't lie, but don't give the full truth. Again, it's fluffy (minus the don't lie part). Someone asking to see your list? Give em a brief run down. An assassin in there? just "forget" to include him. Just don't lie, then you're just being a dick.
Finally, if you're going to start an army, always try and get about 500 points more than you typically plan to play. Gonna start 2k? Buy 2,500 points worth of models. That way it is easier to expand, and even better yet you get to keep things fresh, so you're not using the same list over and over.
For just more light hearted, fun suggestions;
I like to take chariots. Alot. And what better way to have a chariot themed army than 2 nobles in chariots? They won't require much fancy stuff, and they will be brutal. Giving them mundance weapons and armour is all well too. Weapon equipping is a bit of a problem though. I would never recomend taking a great weapon. You would have just as good a charge as a lance, and chariots are renowned for sucking in prolonged combat, so why add to that? Lances are great for helping break the charge (and the 3 S6 attacks don't hurt!), and can really put on the hurtin'. Halberds are more middle of the road. Though you won't be able to use a shield, you'll still add a big of consistancy to the second and third rounds of combat (if you didnt run them down!). I'm not a fan of the extra CCW. I like high S much more than more A though,
For 3k, always take shadowblade atleast once. He may not become your favorite hero, or even a regular, but if you play in 3k, you always have to play with him atleast once. He is without a doubt the single funnest character in the game, and for the price, he's a steal. Again though, if asked about your list just say "an assassin" if you say anything at all
Mage hunters rule! I pretty much never play a game without these guys. To equip a noble as such, merely give him lifetaker, HA, SDC, and Ring of Hotek. The ring will allow for the ultimate annoyance of mages, and the lifetaker will be handy for taking out those mages, or even warmachines, all for 2 points more than a unit of DRs with RXBs and Musician! Sure it sounds like DR are the better deal, but this guy is just so fun ^_^
Scouting assassin = fun time for all
Shades = fun
Be careful with harpies. These ladies seem to be hit or miss with most people, but I admit, after 5th ed, it would be hard to live up to my expectations
Hydra Banner! this thing is always great fun. For the price you pay, you will probably never make the points back, but sticking this guy in a unit of Executioners or Cold One Knights will just make your opponents groan.
Avoid Banner Of Nagathyre! While it sounds neat to take the ultimate banner, for the price you pay, it's pretty much a ripoff. If it was 25-50 points cheaper though...
Anyway, Dark Elves are a fun army, but certainly require patience and most of all practice. As I said earlier, DE are not a conservative army, so be willing to make risks. Lot's of risks.