They are both used for the same thing, and are roughly the same points. Which one do you think is better?

I'd take shades. Harpies are too easy to bring down (even though they're skirmishers) or to be sent fleeing (6 Ld), and they don't have any kind of missile fire. While Shades are good war-machine disablers and wizard-snipers, harpies are better at disturbing the enemy's march moves or kill his scouts.

Ya, I'm afraid I'll have to agree. My main selling point is the shades repeater crossbows and scouting ability.