There are plenty of reasons why:
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-5+ save. yay. its invulnerable. even if a weapon has any AP other than 6, i always get my 1/3 chance of saving. Bolters laugh at this. unless he is in CC he is easy to kill, and even in close combat he lacks a power weapon to be good. Maybe give him deep strike (the god of death plummeting from above) and at least a 4+ inv. save. rune armour gives even a lowly warlock a much better save
farseers
-witchblades are nice (always wounds on a 2+. yay.), but even a meager power weapon would be preferred. a farseer can barely dent a space marine squad in HtH, whereas most other HQs (SMurf, CSM, DE, etc...) can easily paste a whole squad, and then some...
warlocks
- essentially a 33 pt 5+ cover save for your weapon plats.
elites
-banshees are incredibly weak, but have power weapons. I would LOVE to pay even 10 pts for my scorps to have power wep over chain sword. Fire dragons are better at termie huntin' than tank-busting, completely counter fluff (i love drags, just disagree with how they and their fluff mesh). Wraithguard cost a lot for a really slow unit (wave serpent is almost mandatory for them, or else you'd be lucky to see any activity.
Troops
storm guardians cost to much $ not pts. Dire Avengers are a slightly weaker SMurf (now that you can move and rapid fire) but i still play em bc they look cool (ima sucker for a cool-lookin unit, *cough* swooping hawks *cough*.
Transport
Wave Serpent. supposedly its energy fields keep it from having holo-fields. GUESS WHAT? E-fields are horrible, all it does it turn a lascannon or rail gun into a ML. Yay... id rather pay x pts for a holo-field and make my transport one that can live, then anything else...
Fast Attack
Jetbikes. can be good, but generally iffy. Shining Spears... Their Exarch is supposedly worth having an EDS for him, but he doesnt strike me as great. Hawks need one more S, their weapons need to be Assault 2 Bolters, essentially, even if they cut the range. Shurikats almost would be better, jeez... vypers are perfect.
Heavy Support.
Wraithlords are too cheap... maybe T7, W4-6, or T6 W4 Sv. 3+ inv. somethibng. anything!
dark reapers are great, maybe a bit costly (5 pts under a termie??? and a kitted-out exarch is about 100 pts...
falcons are perfect. need no tweaking (maybe a higher bs for those who wish to use BLs)
war walkers. okay, but unless your ulthwe (3 squads of 3 w/6 starcannons per squad. 36 hits. (against SMurfs) 30 dead marines. in one volley... with a 36" range) but for most armies they aren't that great... also they cost way too much... $30 for one methinks... also have too much room for abuse (power gamer gets 9 walkers, 9 vypers, all w/starcannons. very fun. very not cool)
support weapon batterys. D-CANNON is great, but tricky tricky, tricky to use... also limited range+scatter is meh... shadow weavers are great against hordes (im lookin at u IG, Orks, and 'Nids) but expensive. vibrocannons are... :X