The dullahan is actually much more complex than that lets on, with far more myths. Like in the islands in the west of Ireland, sometimes he doesn't even have a horse or carriage, but a boat made of human remains, often an old style coracle with human skin stretched over bones used to make the frame. In some cases he carries a sword or spear made of glass, gems, or mist instead of a whip of bone (that part was likely introduced during the Cambro-Norman Invasion; there were also Bretonic mercenaries and they had long believed in a similar being that carried a spine-whip), which kept with a general belief that faeries and their servants (more on that in a second) didn't touch worked iron for fear it'd kill them.
Also, if he's really a 'faerie', in the modern sense or not isn't known. Banshee comes from two words meaning 'faerie woman', but they're ghosts of murdered mortal women (and can be good or bad, depending on the conditions of her murder; if a family tried to defend her under the codes of hospitality, she sings sweetly as the person dies to calm them and their family, where as the shrieking and terror goes to the murderer's family). Most faeries were made as faeries (in very specific ways; faeries are seriously supposed to be sterile under most conditions, as it was believed immortality brought sterility, and the only way around it was very elaborate breeding conditions). The dullahan in some stories is simply a cruel dead man who faeries stole the soul of, or who gave them his soul for some reason, and pressed into their service. He's not a faerie himself, in a strict sense, but one of their servants, in that view. In others, he really is one, but he enjoys taking on a terrifying form because he actively hates mortal men and wants to shock and disgust them into leaving him alone.
After fellows like that, though, you have entirely boring faeries. Like leprechauns. They're much more interesting than people would think, in the historic mythopoetic view, while still being dreadfully dull for supernatural creatures. They don't really like other faeries (leprechauns have rather human-like ethical views in a lot of stories, if still a bit odd or off), they're indifferent, usually, toward people (unless doing business with them, or, in the form of the drunken clurichaun, given wine and beer, at which point they love them), and they just want to make a craft (in later stories, shoes, but that was probably from Germanic influence that it became so popular, not that they didn't ever make shoes before, but it wasn't so strictly associated). They'd make anything, but if it was a pair of things, they'd only ever make one and refer you to a relation to make the other for some reason. Often they just seemed to be little angry old men who didn't die and possessed magic powers who liked to make things of impossible quality or from materials that should work (one story has a cloak made from carbuncle gems that is soft to the wearer, but anyone striking him finds it impossible to break through, and it allowed the buyer to vanish from the sight of even faeries and ghosts). Though they could get very violent if not paid. It's where the whole obsession with gold thing comes from; Gaels didn't actually use coins, save for ring money (a currency which was constantly reappraised whenever used, having no standard value), for a long time, except for trade with foreigners. They bartered instead with mixtures of ring money and goods.
Leprechauns would demand odd goods though. They'd ask for normal things, like maybe a valuable ring or a necklace made of gold or silver, but then they'd ask for everything from some hair or part of a finger nail, to a cup of horse blood or your own blood, and you weren't allowed to ask what for (it violated rules of hospitable trade, and that would really tick them off; it wasn't your right to know what a person wanted an item for in trade). In that sense, back to DF, it would be interesting to have rather dull, relatively hospitable spirits and creatures who are polite to a point, may provide a service of some kind, but have bizarre demands and rules about what is polite or not to them. What may seem a completely normal question may infuriate them to the point of abandoning you while stealing things, injuring you, stealing less tangible things like memories, or outright attempting to kill you through brute force or their powers. At the same time, they may become incredibly pliable if given something easily attainable (in this example, booze), though they'd never tell you that; such creatures in myths tend to have an odd amount of presumption and simply expect you to know what they like or not, even if those things are bizarre or so simplistic no human being would readily consider them.