While I may not be able to take credit for tourney or 'ard boyz wins (I don't tourney-play much--mostly because I'm more of a player and less of a painter) I have been playing Eldar for 20 years.
Gyah. 20 years...
Okay, back to point--the first and foremost lesson to learn when playing eldar is this:
You must, MUST dictate the pace of the battle. You will almost always be outnumbered, but no other army has the flexibility and mobility of the eldar. Regardless of how badly you are outgunned, if you make your opponent react to your plans rather than acting on his own--you are well on your way to victory.
As for Scorps vs. Banshees--take your pick. Personally, I prefer Scorpions over Banshees and have since the early 90's. Mostly due to the fluff and the sculpts. (Less said about 3rd ed Scorpion sculpts the better...)
Banshees have a slight advantage over Scorps against MEQ. Scorps are more durable, however, and can have an ungodly number of attacks in cc--and I"m more a fan of the "law of large numbers."
Harlequins are great, but fire magnets. 5+ invuln is okay, but not great, and flamers just plain hurt.
Experiment with what works for you--and definitely don't feel you need to take "mandatory units." The Eldar 'dex is specialized enough that you can customize your army the way you like.
Cheers,
S.