Dark Eldar:
When first starting Dark Eldar, you dont have much of a choice of units. To fill your troop squad, i suggest you get two boxes of troops, and form two squads, one squad with 2 lances, and 1 squad with 2 cannons, this will give you a fast army (Fleet of foot rules) and some tank busting power.
After the troops, you need a Dark Eldar Lord. I suggest taking a Dracon, and give him two warriors from each squad. This will give you two squads of 14 warriors, and the Lord will have a 4 man retinue.
After this it's time to get mobility. Get 2 raiders, and put the lances squads mounted on the raiders, this will give you four mobile Dark Lances.
The squad of warriors and your lord will be left behind, so i suggest getting 5 grotesques and 1 hamonculi to shield them as they advance, in smaller pointed games, you wont find much that can break those grotesques (gun wise at least).
Space Marines:
When you first pick up Space Marines, theres many units available. I suggest going for two tactical squads, and a scout squad with lots of snipers. This will give you a firm shooting base, and some good armored troops. I would equip one person in each squad with a flamer, and one with a rocket, so you have a close range destroyer of troops, and a rocket for long ranged armor penetration, and heavily armored characters.
For your HQ, take a command section. A force commander by himself on the battle field will not do well against a full squad of enemies. Take the five man squad and use it for a counter assualt, as with this army, you'll want to sit still, and not charge forward. (You have a good shooting base, dont ruin it!)
To add on to this, i would get a Predator, so you have more Heavy Anti Tank options (Your marines cant do it all.) And some more assualt things (Assualt squads, terminators, bikes.)
This will be a very nice starting force to build on.