The Harlequins are all about characters, with only the one unit choice. So let's start with the Solitaire. The Solitaire is the ostensible leader of the Harlequins. Their command ability "Last Laugh" is ironically a first strike, allowing you to dive a unit into combat during the hero phase, and then fight again in the combat phase! As an elite melee-centric army, Harlequins are all about getting to combat quickly and zipping around the battlefield.
Of course, to get to combat, you have to survive that long. Fortunately, the Shadowseer is there to open up emotionally and cast Veil of Tears on your Troupe and help them live to see combat. Of course, the Shadowseer is pretty squishy, so watch out.
Speaking of irony here is the Harlequin Troupe, complete with Artisan Sabres. These guys are are formidable in combat, but really shine in the shooting phase with their plethora of pistols and plasma grenades.
Lastly, the experimental Pitched Battle Points. I do my best to balance these, but your mileage may vary. Enjoy!