There are two schools of thought on how to run troupes: 5-6 in transport or large squads on foot. Starweavers only hold six, so they're better in drive-bys with fusion pistols. If you can get within three inches they're amazing, basically throwing out 5-6 melta shots, but this squad dies pretty quick when out in the open.
Large squads on foot have some of their own issues (namely not fitting in transports), but they overcome the Harlequins biggest weaknesses right now, which is dealing with hordes. One of the saddest moments I've come across is when you do your intricate dance of abilities, buffs, and movement to get your unit to exactly the right place, only to have the unit soak the casualties and immediately destroy the squad on their activation. Harlequins are the definition of glass cannon, so if you don't make them hit hard, they will shatter...hard.
It took me a while to come to terms with the idea that they don't necessarily need transports to be effective. I come from a mostly space marine background, where if it wasn't in a transport it died fast, and last edition their 5++ didn't do much to assuage me of that position. However, Harlequins have an option marines don't; they can truly base strategies on speed. With proper placement of shadowseers, your 10+ infantry units can assault 16+4d6 inches. On average dice, that is more than 40 attacks capable of charging 30" away; easily a first turn charge. Your skyweavers can go 22+2d6 without veiled pathways, or a rediculous 44+2d6 if you get veiled pathways off. Add that to zephyrglaives and back field fire support units are toast (Remember, flip belts allow you to ignore screening units while moving).
With what you describe in your collection, I'd recommend running a mix. Run a few fusion pistol squads to target big nasties from starweavers, have a few large troupes to do your primary assaults, with buff characters as required. Death Jesters won't kill much, but they look really cool and are great for sitting on objectives so your bigger more expensive squads can focus on killing the enemy. Also, since they're characters they can't be targeted normally.
A lot of people seem to hate on the voidweaver, but I've had some good times with mine. The big thing to remember if you wan't to run them, is that harlequins don't normally kill through fire alone. They are a close combat army. This means your fire support should not be trying to kill stuff on its own, as much as softening up targets so that your close combat units can finish it off in one round of combat. Give it a prismatic cannon, and use its maneuverability to control space, grab objectives, block assaults etc. Think of it like marines use a rhino, then the 7-12 shots are just a bonus.
As far as weapons, I tend to like the S5 -2 weapon. Kiss is really expensive, and S4 means you're taking your amazing attack profile and only wounding half the time. Yes, you will likely have a troupe master that can give you re-rolls, but I like to not rely on that. Keeping units able to move independently increases tactical flexibility.