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Question, I'm new to Dark Elves, I've noticed a lot of lists run 3 characters on a Dark Pegasus, is this something I should try to do? And which unit is better, Executioners or Blackguard? I'm leaning toward Blackguard.
Also, which should I run, Dreadspears or Darkshards?

Hi and welcome to the forum. Tri peg lists are popular and many experienced hands here have had great success with them. As to whether you should try that is entirely your call. If you are new to the game then I would hesitate and try to learn with a less fragile list. If you understand the mechanics of the game then go for it.

As for what are better Execs or Blackguard then that is a subjective choice. If you want a unit that will hold and grind through the opponents then the BGuard are a decent choice. Execs are a little more fragile and need a little in the way of support at times but hit harder in the first round generally.

And finally Shards > Spears.

Thanks!

Ambo has pretty well nailed it. Pegasus lists are great if handled well, but require experience and a knack for timing. I would recommend learning the basics of dark elf play and then moving on.

To be honest, probably the "easiest" list to do well with, and to give most opponents fits, is a witch elf/cauldron of blood horde. Just put 30 witches with a cauldron hag and watch them mow through enemy units. Just make sure to keep their path clear of enemy speedbumps with your shooting and you should be OK. The witch elves are generally vulnerable to shooting, but the cauldron gives them a ward save of 5+ that helps a lot, and even if only 15-20 of the witches make it into combat, they still pack a nasty punch.

Dark riders are pretty essential. They fulfill a multitude of roles. Because they are fast cav and vanguard, they can help support pegmaster lists with combo charges and banners. They can also get into enemy warmachines fast, saving your fragile battle line from deadly fire and allowing them to do their deadly work. They clear chaff and can hunt easy prey and get back into the thick of the action with ease. Two units can perform the double flee trick, which can hold up a flan k for many turns while your other army does its work. They are very good.

Hello Aeothir.

If you're new to DE, have a look on these: http://www.druchii.net/phpBB3/viewtopic.php?f=3&t=72758. A lot of information on our/general tactics.
Also, I've learnt* how to use redirectors thanks to this article: http://www.belloflostsouls.net/2012/01/wfb-tactics-art-of-redirection.html. It's plain and simple. Rest is practice.

(*Yeah, I fancy myself, forgive me. )

+1 to all these suggestions, really good.

I'd say when it comes down to playing, go with what you prefer and what you like. I think Executioners do more damage but Black Guard are more towards my style of playing - or with the legions lists, Phoenix Guard. I really rate PegMasters, I've only ever taken one with the Cloak of Twilight but it packs a punch and can be used to take out monsters in some situations too. Ultimately it comes down to your play style and the models you like, but there are certain units that are too good not to take, in my opinion. For example, I swear by Warlocks in all my lists, then again I do lean towards cavalry.

Essentially I've managed to give such a 'yes and no' answer lol - hope it helps in some way