Have a look in the tactics section of the forum first off, there's a really good guide for how best to run certain things.
The start collecting box is a perfect start and the dark eldar one gives you pretty much the good stuff we have. Msu is your freind as dark eldar, we can spam 63pt units like no ones business lol. You've hit the nail on the head with the transition from ravenwing to DE, your going to be used to T5 bikers, 3+ saves, and good staying power. Your first game as DE will knock that right out of you lol.
Units to avoid. Wyches, hellions, incubi (depending), wracks (depending) blood brides.
Units to focus on. Warriors, venoms, grots, reavers, Talos and chronos, scourges.
You'll want to have a look at the coven supplement as well, grotquesuire and Corpse thief claw are pretty solid choices to build to as well as dark artisan. Even harlie allies have their uses with dark eldar if you want to avoid eldar units.
Cheap alternatives. Build additional warriors with the clingons from the raider and venom kits, you'll get between 3-7 extra bodies if you don't mind not having pilots and gunner crew. Crypt horrors combined with Talos kits can make really good grot conversions, 3 grots and a Talos for £60? As opposed to £90?