Howdy fellas/fellaresses,
Hi.
Ps. i currently have a Farseer and warlock bodyguard and a squad of dire avengers with one exarch with dual shuriken catapults.
Good starting point. The farseer does a lot of useful stuff (especially with meatshields), and the DA are a very strong anti-infantry unit.
As I'm a complete and utter eldar/40k virgin, and i fear my question will increase this image, but i am wanting some guardian squads for my Ulthwe army/strike force/etc. And i was wandering what the roles of the bright lance, starcannon, eldar missile launcher, shuriken cannon and scatter laser, i.e. what are they good for? (absolutely nothing!) And also, if it's not too much bother, what are good options for close combat wraithlords?
Brightlance - Good against high AV due to the "Lance" rule
EML - Multi-role - alternatively good against TEQs (Terminator EQuivalents), MEQs (Marine EQuivalnets) and low AV or good against hordes, especially GEQs (Guardsmen EQuivalents). Choose your shots wisely.
Starcannon - Anti heavy infantry, powerful against TEQs, instagibs MEQs, denies Necron plebes the WBB role, decent against low AV in a pinch, overkill on GEQs
Shuricannon - Good against MEQs and very light armor. Decent against TEQs, mild overkill on GEQs
Scatter Laser - Dedicated anti-infantry gun. Amazing against GEQs, decent against MEQs
The real question is why you are running mobs of Guardians instead of mobs of Warlocks. The Guardians, even with weapon platforms, are simply not worth the points, especially given the terribly short range of their main weapon and inaccuracy with heavies.
As for Wraithlords, there is only one CC option, and that is the Wraithsword, which replaces one of the two standard power fists. It's nice if you REALLY want to be sure that you hit that annoying special character, but so are the EML, Brightlance, and Starcannon.
They way that most people run their Wraithlords is some combination of two heavy weapons (EMLs/Brightlances for anti-armor, Starcannons/Shuricannons/Scatter Lasers for anti-infantry) and the two flamers, which for some (joyful, obviously important and universe-justifying...

) reason do not twin-link, but instead get two templates, have effectively the same range as the shuricats, and are far more killy. (With your Wraithlords, always remember to keep them near a friendly psyker to prevent Wraithsight tests!)
Good luck with your Eldar!