The tough thing about Tau that I saw while trying to help my friend make a decent army was that they just don't have a way to do anything in a points efficient manner.
Firewarriors can lay down some serious hurt on infantry with their pulse rifles, but they cant really do anything to vehicles, cause they cant take any kind of heavy weapon. Plus they die pretty easy.
Crisis suits can take fusion blasters and rocket pods and plasma rifles and all kinds of other cool stuff, but they are super expensive, and die really easily these days with all the meltaguns and missile launchers floating around.
Hammerheads with railguns and a disruption pod are definitely one of the better tanks in the game, if not one of the best. Unfortunately, they cost around 200 points with all the fixin's, and you can only ever take 3. Also, with so many deepstriking/outflanking meltaguns, they still die pretty easy.
Putting your firewarriors in devilfish is pretty much a must, but once again, devilfish are really expensive. Also, they have no firing ports, so your guys cant do anything while embarked.
Stealth suits are actually pretty cool, and are the cheapest way to get a markerlight that can shoot on the move. (the other way is to give marker drones to crisis suits, but marker drones are expensive) But once again, like most tau units, they are expensive, and still die pretty easy.
Tau are cool, and can be fun (just wait till you kill that Furioso dreadnaught by shooting it in the back with gun-drones), but its gonna be a tough road, and your pretty much always going to be fighting uphill.