Play with Incubi for a while, fire up your trueborn and send in those bloodbrides. First off, I am not going to talk about the one way people tend to validate Harlequins in the codex. That as a simple webway delivery system that cannot be shot at. It has valid points, but its a waste of the harlquins unless your archon is carrying the webway, which I also do not think is the most efficient use of an archon.
Harlequins do not like transports apparently. So they should be using the webways to get where you need them. In fact, I now enjoy using harlequins out of a webway. Here are the facts on them that I believe make them a valuable asset in your lists.
1. They ignore difficult terrain. Woot, no need for grenades here, as they ignore it. (people forget this one often when you assault).
2. They have Melta. S8 AP1. Now this is cool, even though it is only 6". Harelquins are the one unit running around in your army that is not afraid to get in close to dreadnaughts. Where else do you find melta in the Dark Eldar? clue FA slots only.
3. They have Rending. Yes, if you are deploying them into the lines of the enemy, give them rending. You will need it. I know 22pts a model makes people cringe when they think equalling the cost of incubi is wrong. Bull. Harlequins can go through cover, incubi strike last in cover. Harlequins can break a dreadnaught, or hit and run if it fails, Incubi just get stuck and die.
4. Hit and run. You want to see how freaking fast you can hit a unit, and then be up to 18" away. Boo yah!. Look, I just moved 3d6" at the end of your assault phase. Now I get to move my 6"+ fleet+ 6" assault somewhere else. If there are still a couple models left alive after your close combat, good, leave them. Let someone that can use a pain token get the kill.
5. Finally, Veil of Tears. The one thing that Dark Eldar Excel at, is wiping out all units where they hit. The next problem is always, now that I killed everything here, how do I survive getting to my next target. Normally its called "I don't". Harelquins excel at surviving because you roll 2d6x2 in order to be able to see them during shooting.
Lets look at the role of the elites and compare.
Hekatrix. Cannot survive a shooting phase of bolters, WS4 (harlequins are 5)
Incubi. OMG there are bushes over there. Assaulting in cover is trouble, no grenades. No high strength weapon to deal with that dreadnaught.
Mandrakes. Oops not an assault unit (no grenades), still a shooty unit without the guns til the Haemonculi brings them.
Trueborn and Grotesques. These are completely different roles, and not really comparable.
Use your harlequins as shock troops, especially when coming out of a portal into enemy lines and flanks. They will exceed your expectations. Especially if they are backed up, and supported. For me that support comes in the way of Talos, Grotesques, and of course my favorite HQ Vect.