If you think Tau are fragile, wait till you see the Eldar.
Eldar are extremely mobile and have big guns, also almost all their vechs are skimmers which is both good and bad; great mobility, but made of paper.
Eldar tactics revolve around positioning; you want to get your dudes into range, shoot some shit, and then get the fuck out of range before your enemy counterattacks; fortunately they have the speed to get into range, fire and get out again, and they have the firepower to hit hard enough that the other guy can't hit back.
Unfortunately; everyone knows that this is how the Eldar play, and almost every team has some means of pinning your dudes down. In the hands of a skilled player, Eldar are lethal, they come from all over the board and hit you from all angles, in the hands of an inexperienced player they're a complete pushover.
Eldar are generally considered to be the hardest race to play effectively (unlike Dark Eldar, which, thanks to their lack of Codex, are completely impossible to play.) If you're set on Eldar, i highly reccomend you track down an experienced Eldar player and get him to show you how to use them. After he stops laughing at you challenge him to some fights and watch carefully how he uses his dudes, or watch his fights with other players, make sure you ask questions as well, as Eldar have a very complex metagame; if your enemy knows what you're going to do, he can have his guns pointed in the right direction when you show up, as an Eldar player you need to be playing the other guy, as well as playing the game.
It is not a race for the faint of heart.