[Tenozuma]

Harlequins are as you said, not officially legal. Although if you have a bunch of good mates, they'd probably let you use them but not in tournements or at GW stores.

I play eldar and they are always a viable for a balance between shooting and combat and are definately not the sort of army where you just sit back and let the dice roll, you really have to use cover and tactics to win, that is why I don't suggest the space marines, because wheather you are asaulty or shooty, it really doens't require that much thought. I am not saying that no marine players put thought into playing and I'm not saying that all marine players have no tactics, I'm just saying that they are probably the opposite to what your're looking for.

Another good choice is Orks, they are very fun to play with and against and they require thought aswell (and a heck of alot of converting).

I don't really know anything about chaos because the only chaos player I know is like maybe 11 years old and uses his army terribly, I have not yet had a game against him that wasn't a massacre in my favor. From what I've heard, they can be a bit more challenging that normal marines (good thing) because of all their demon things and extra units and stuff.