The synergies people always talk about Tomb Banshees don't really do much for me, mainly because they only compound the problems I already have with it.
Warhammer isn't a game about Synergy, it's about maneuvering to maximize the odds.
Take a few of these synergies:
Ethereal Wall: More expensive than Wraiths, which will already eat up your hero points, this "wall" bleeds about 300 points to a 5 point item.
Worse, using banshees to wall off a unit drastically reduces their mobility, keeping them away from the right targets.
Aura of Dark Majesty: Taking this on any vampire is a concession, because it means going without RF+QB on a VL or either on a Hero. Even on an SGK, you're getting one extra wound per turn out of it, if your Vamp is in close range. Screams are good at taking down siege engines, moncav, and flying daemons, things which should not be both near your lord and alive.
Doom and Darkness: You're casting a spell to do 3 wounds. Just buy a Necro and Deathsnipe.
Banshees definitely aren't useless, I just tend to think they're too vulnerable with no save. You can really only count on 1 turn alive with them, and they lack the manueverability of the Tbat or its killing reliability. Take them, try them, maybe they'll work for you, but in the meantime I'm going to keep my spooky girlfriend in the foam.