From my searches around the net as well as strategies I have thought up myself, I present deployment hints and strategies to play mind games with your opponent. Thanks to Natfka, for the Vect and Malys pairing idea. This was so good I barely edited it. Also thanks to others for the Baron idea and the DoW Malys pushback strategy.
Depending on the experience of the player you're facing I have found deployment shennanigans to be very useful. An experienced player will likely play it safe if you have either Lady Malys or Vect in your army (both is also good but getting very expensive at 370 points), which gives you good free rein on the board for a turn - good on fast armies that like getting into position quickly.
Firstly there is the scare factor.
Your opponent goes first. He deploys, you deploy. If you have Vect you seize the initiative on a 4+, making your opponent nervous of you seizing off him and (if he has deployed offensively) shooting on him out of cover. Not so effective against MEQs with high saves, but against Guard or Orks...
This is multiplied if you have Malys. She will redeploy so you
have the offensive advantage. This is my favourite tactic for Dark Eldar - the Malys and Vect combination works very well for me due to lucky seizing rolls. Mostly it is small 500 point battles as the other 1500 in my army isn't assembled yet. I can sum up this tactic in a simple(ish) equation:
Long to medium range weapons + redeploy + seize on 4+ = shock to your opponent!
Sathonyx can also work well with Vect. Still fairly expensive HQ choices (345 points) and for me a little less effective than Malys + Vect, but still potent.
In a webway portal list I would take either of these. A Haemoculus zooms to the center of the table and drops a webway portal. If Vect is in your army you will probably have first go, so I would put most of my forces in reserve. With Malys you can redeploy D3 units into reserve. In DoW this is even better, as most of your force is already in reserve and a Haemy in a Raider with a WWP can ensure a quick seize ground.
Back on DoW, there is another way to use Malys. If you have first go, then you can deploy right on halfway mark and push your opponent back, then redeploy yourself back to where your reserves will come in. Deployment control, peoples. Your opponents will hate you.
There are many ways to use Malys effectively in WWP lists, apart from the ones I already mentioned. Vect's Seize on a 4+ is in my opinion a rule that can either ruin your strategy (Seize rolls of 1, I'm looking at you) or set you up for the perfect alpha strike.
Either way, this duo will see many games in my lists. Now if only I could find a reason for Malys actually helping Vect in a fight and not stabbing him in the back...