One of the Eldar player's most useful and resilient Heavy Support options: The Wraithlord.
WS: 4, BS: 4, S: 10, T: 8, W: 3, I: 4, A: 2, Ld: 10, Sv: 3+
The things that make this undead construct so nightmarish for the Eldar opponents is the combination of T: 8, W:3, Sv: 3+. That's a pain to kill. You have zero chance to even wound this thing unless you're using a weapon with a Strength of 5 or more. On top of that, its got 3 wounds. They're quite the indomitable force.
Eldar Wraithlords are Monstrous Creatures, and take up a Heavy Support slot. Let's look at some of their abilities:
Fearless: Not being alive can help out... I guess. Also, given its high Toughness and Armour Save, it's unlikely that it will lose a close-combat round, or take wounds should it lose.
Wraithsight: Similar to Wraithguard, the Wraithlord must be within 6" of a friendly psyker or risk being inactive for a turn (determined by rolling a 1 on a d6). The obvious way to get around this is to have it tag along with a Farseer or unit with Warlock. Also note that the range is 12" if the psyker in question has the Spiritseer upgrade.
Monstrous Creature: Easy targets, yet extra killy in Close Combat.
Wraithlords cost 90 points. On top of this, you must buy the rest of their equipment:
Starcannon (30 pts): Great anti Elite (or SM) weapon, given its AP 2
Brightlance (40 pts): Arguably the Eldar's best anti-vehicle weapon, due to its Lance rule, meaning it will Glance on a 4 and Penetrate on a 5+ against a Landraider.
Scatter Laser (20 pts): Great anti-infantry weapon; S 6, Heavy 4. insta-kills anything with a Toughness of 3 (IG!)
Shuriken Cannon (10 pts): Also a good anti-infantry weapon; S 6, Assault 3. Shorter range than the Scatter Laser, but also half the cost. If you have the points, take the laser.
Eldar Missile Launcher (25 pts): The most versatile option, allowing both Krak and Plasma (Frag equivalent) missiles.
Wraithsword (10 pts): Allows re-rolls to hit in Close Combat.
You must take one of them, and are allowed to take a second (of all but the sword). Duplicate weapons become Twin-Linked. Now, because the Wraithlord is a Monstrous Creature, it can fire up to two weapons (Heavies too) on the move. Because of this, I would recommend not Twin-Linking your weaponry, and rather taking another weapon of a similar role to enhance your firepower.
What role should you use with your Wraithlord?
The Weapons Platform. Giving your Wraithlord two long-range shooting weapons gives you the option of shooting from afar, and being a rather destructive nuisance to your opponent.
If you feel your Army list needs more anti-vehicle, go with the Bright Lance and Missile Launcher combo. With a S 8 Lance, and a S8 Missile both firing, you have a serious threat every turn.
If you're looking for more anti-infantry, take any combination of Scatter Laser, Starcannon, and Shuriken Cannon, depending on how much anti-Elite or anti-powerarmour you need.
The SwordLord. One thing I've done before a few times is take a Wraithsword/Bright Lance combo. This Wraithlord will tromp directly towards enemy vehicles, firing off the Bright Lance, and charge them if it can get close enough. A charging Wraithlord has 3 Attacks, all at Strength 10. This is death to vehicles. It only takes getting them in slapping range once to instill the fear in your opponent. A SwordLord is admittedly not the most effective at causing destruction, as a savvy opponent can kite, avoid and eventually bring it down with focused fire. However, even in these situations, it's a great distraction. It's sure to last a few rounds at the very least, and you can use it to herd your opponent around the map and keep the more destructive firepower away from your other units, like a Fire Prism or Falcon Grav-Tank.
One effective anti-SwordLord tactic I've seen used is to tar-pit it with a good number of small crap units. If it gets into melee with a bunch of nothing units like Termagaunts, it's wasted. At best, it can only kill 2 gaunts a round (3 on charge) and will not finish off the squad before game's end. A great tactic to keep in mind if you face Eldar regularly, or if you field Wraithlords regularly. Be wary of the small things that can tie you up in a useless combat.
So, what are the most useful ways in which you've used or seen a Wraithlord used?