I was thinking about this just the other day (I think Teenage Angst posted a similar thing a while ago, but I couldn't think of anything at the time).
How confident are you with chopping bits of plastic up?
Sisters of Slaughter are a great start for Banshees IMO. If you shave off the back of their heads you can stick the Witch Elf hair on them which looks very Banshee-like. Personally, I'd want a more Eldar-looking torso. Something like female Guardian front torsos with perhaps Harlequin rear torsos and Harlequin swords and pistols. Should be nice and dynamic with cool screamy faces and big hair, while still looking distinctly Eldar.