Now that I have a few games under my belt with the new dex I wanted to take a little time and discuss my experience. Firstly, this is going to be a positive review, so I figured I'd warn people about that up front. That said I do acknowledge that Harlequins will not fit in with everyone's play style and those people will simply find them too expensive and noncompetitive.
I have experience primarily with two formations, the Cast of Players and The Heroes Path. These two formations work well together, but also hold up independently if used correctly. While the anti infantry shooting is particularly destructive now the most fun aspect of using them is that having them in my force has restored assault to my games. I don't just mean a little, I mean I'm disrupting opponents and dictating phases of the game by using them to pressure opposing spearheads or vulnerable forces.
Don't discount their shooting. The Death Jester rule combined with the Mask of Secrets is an enormously mean combo. The Cast of Players benefits from that combo immensely because it rewards aggressive play. A unit that is most likely out of charge range can take a casualty from the jester and suddenly launch itself forward all but guaranteeing that your unit will suddenly make the charge. It means the cast can slingshot across the board far quicker than your opponent expects and this can quickly collapse their line or stall their entire army as they attempt to fend off this new, dire threat. A supporting Heroes Path jester has the freedom to support the cast with a second chance to break a unit, or fire at a separate threat and stand a good chance at breaking them.
Don't be afraid to add in the occasional fusion pistol or neuro disruptor. The dependable ap2 can be a shock for opponents, especially when a couple bladestorm rolls go your way.
Psychic Support from a farseer has been integral for me. Fortune can make even the 5++ a real headache for your opponent. At other times Guide, Prescience, and Doom have all made drastic differences for the unit as well. I haven't had much luck with the Harlequin powers themselves, but that's more due to my lackluster dice rolling than anything else.
I still like the Harlequin's caress, but the real money, for me, has been the Kiss. having a cluster of them is like insurance. When I first saw the rules I was pretty skeptical about the Kiss, but in play it really won me over.
Warlord trait: I pretty much always give the trait to a Troupe Master now because in general I don't really like the standard Eldar traits at all. When playing a mixed Harlequin/Craftworld list a farseer becomes far more survivable since he's not worth a point for warlord.
The Solitaire: He gets his own little section because he's such a unique unit. He's so vulnerable, but so effective... if the dice hold up. I have had situations where his blitz move had a great roll but duffed his attacks, and the opposite. I recommend, when you do use the blitz move, that you make certain you've got a unit near enough that you can get in to charge range even with an abysmal roll (an insurance target). I've become less of a fan of the Deep Strike technique for him, preferring to have him speeding across the board from cover to cover, but it really depends on the opponent and what is in his force. For all the threat the model embodies, I think there is the danger to try to expect too much from him. He will excel in most challenges, and if possible he's excellent pairing up with a charging squad of harlequins in order to slaughter or stonewall a combat character that would otherwise tromp through the squad. Most characters that are forced to give and accept challenges will learn to fear the Solitaire.
That wall of text is pretty much all for now, but I hope to get some more info up and available as I get some more games played with the new units. My current preconceptions are that the Voidweaver's Prismatic Cannon will most often be something I swap out for a haywire cannon because I'm not a fan of the lance version, and I'm slightly worried that the Skyweaver bikes won't work like I'm imagining and I'll be slow to pick up their nuances. I'm looking forward to more testing!