Welcome to the True Kin.
There are quite a few nice topics on tactics and army building in the respective forums - I highly suggest checking out the "things to remember" thread (or similarly titled, can't quite recall) as well. I'm new to this forum, but have been playing Dark Eldar for a number of years... and even I found a couple of refreshers and good tips there.
As far as a quick tip I can give you without bogging down this thread too much - read over the codex, maybe go over a few entries on specific units here on the forum (to understand tactics and ideas you may not have thought of yourself) and then start making a list or three. Get an idea of what you want out of a cohesive force (whatever point value you plan to collect), and then start posting them - get some feedback, make some tweaks... mind, this is primarily for if you're wanting to "buy an army" rather than "collect Dark Eldar"... if you want mandrakes because they look awesome and you want to maybe play them sometime for fun, go for it. But if you want a competitive XXXX point list, maybe buy something useful instead. I have nothing against "collecting", and both of my armies are larger and more varied than I ever tend to use on the field at once, but then again that does make rules transitions far easier.
In any case, I've already thrown up more text than planned, so I say again, welcome to the Dark City... throw out some lists, get some feedback, and revel in the shrieks of those who oppose you.
-K-