@ Spuddy - As for colours, its as Mockingbird says, you can paint them however you like. GamesWork shop do paints, but they are £2.50 a pot, http://www.warcolours.com go for £1 a pot and they ahve them in dropper bottles as well which make things slightly easier.
In terms of Eldar starting forces, I would get the Codex first and read it all and see where you want to go with it. There are various ways of playing (jetbikes, foot armies, wraith bone armies etc) so you need to decide what looks the best for you.
EDIT: If you have the urge to "I really want to buy something now!" then get 2 x 5 man Dire Avengers, 2 Wave Serpents and a HQ of your choice (Maybe a Jetbike HQ).
Dire Avengers are your top teir "Troop Choice", have a better save, better weapons and better stat lines than the Guardians. Giving them each a Wave Serpent means they get to where they need to go and the Wave Serpent is no slouch either, has a lot of fire power. The HQ on a jetbike means they can jump around all over the place.
- I don't actually play 40k though... I just watch batreps and paint stuff. Get the codex first and read it through.
I've got the codex coming, 6th edition. Presumed it was the latest one. Did have it in my head to have it painted a nice purply colour but now after seeing the colours on that war colours website Im thinking of emerald 2 as the final colour. I have no idea how to paint though and which colours I'll need to use to get that as my final colour regarding base paint coats and such like.
I didn't know that there were different armies/styles to play - e.g. jet bikes, foot armies and wraith bone armies.
All I know is that I NEED this in my army, so whatever fits in with it basically.
http://www.games-workshop.com/en-GB/Eldar-Wraithknight