1) Get a Dark Eldar Lord and Codex Dark Eldar(posted 9121 days ago)2) Back him up with 2 squads of Dark Eldar Warriors
3) Get some Grotesques to pack a punch in close combat
4) Get a Talos to kill enemy tanks
5) Get some Reaver Jetbikes and Raiders to exploit the Dark Eldar's Fast Attack capability
6) Get some Incubi for your Lord
7) Get 3 Haemonculi armed with Destructors
8) Get some Scourges
9) Buy another Talos and more Grotesques, get some Wyches
10) Finish the army off with a nice Ravager and some Hellions.
There you go: a Dark Eldar army in 10 easy (if expensive) steps!