This is a brief summary of the wargear availabe to Dark Eldar characters. I havn't done the Hamonculi weapons yet, as I havn't used them much but i'll add them soon.
Agoniser - Good against tough/well armoured opponents. It's exactly the same as the neuro-gauntlet used by one of the assassins (i forget which one). The agoniser is probably the bestclose combat weapon the Dark Eldar have to offer, so give one to all characters that you can, if you have enogh points (if not, go with poisoned blades).
Combat drugs - These are SWEET in the hands of a Lord, but not quite as good with weaker characters. Don't give them to wych succubus as they already have their own, considerably cheaper drugs.
Crucible of Malediction - If you expect psykers(or a chaos army other than Khorne) then it can be an easy way to kill psykers (including daemon princes an greater daemons) but you do have to stand still for a turn to use it.
Greusome Talismans - Hardley a game-winning item, but fun and cheap. It also helps make up for the usually small numbers of a lord and his retinue.
Haywire grenades - Good for killing tanks. Not very useful without a squad (ie wyches) all armed with them, as one grenade probably won't be enough to destroy the vehicle.
Hellglaive - Not brilliant, but fairly cheap. Poisoned blades are much better (see below) and come without the commitment to a skyboard.
Hellion Skyboard - Not as good as a jetbike, but less than half the cost. Good if you want to give a character some cheap speed.
Hell Mask - Can give a HUGE advantage in close combat if you're lucky. Obviously better against low ld armies.
Plasma grenades - Like frag grenades, only better.
Poisoned Blades - A good substitute if agonisers are too pricey. Although they don't let you use an addidtional close combat weapon, you can still give characters a splinter rifle, making them a good choice for syarbites.
Punisher - Costs more than an agoniser because if you want an extra attack you have to buy a Tormentor helm. Better than an agoniser against lower toughness opponents, but not as good against vehicles and high toughness guys.
Reaver Jetbike - Better and more expensive than a skyboard. The 24" move is handy when you want to get someone into combat quick.
Shadow Feild - The best (and only) armour available to characters. ALWAYS give one to your archon.
Soul Seeker ammo - Not that helpful as it can only be used by splinter pistols/rifles. If you give a syarbite a rifle they can be handy, but still not that crash hot.
Terrorfex - Can be helpful when you don't want to be assulted after moving within 12" of a unit. Better against low ld armies.
Tormenter Helm - A splinter pistol that gives you the extra attack even when using a 2-handed weapon.
Trophy Rack - Again, not brilliant, but fun and the extra ld can be helpful.
Webway Portal - If you can manage to set one of these up in a good position they can be really handy, allowing units to appear i