One the problems that a Tau player faces is a codex that is seemingly over-costed. I say seemingly, because I've got my 2,000 point Tau army on my bookshelf, ready to be unleashed at the NOVA Open and it doesn't look small by any means. But the codex seems overcosted because new players tend to dump lots of points into Fire Warriors and neat kit for their Devilfish that they've got little points left over for what you actually need in the army: Missile Pods, Plasma Rifles and Railguns (both vehicle mounted and otherwise). This is why I have been strong proponent of minimized Fire Warrior squads for quite some time. You need points for firepower, not Fire Warriors.
Second problem comes when you actually start playing games. If you're suffering from the first problem, it's very likely that you are now in-game dealing with the second major problem with Tau. Your firepower is doing the damage, you envisioned beforehand. Your shooting phases are shorter than they should be. Now it's turn 3 and your opponent is about execute the killing blow, not you. His prize units are about to wreak havoc amongst your lines and you don't have the speed of Eldar to get away. nor the counter attack ability to hit back. You're about to lose half your army and unless you're really lucky, you've lost the game as well.
This is something I've faced time and time again, with a variety of coping mechanisms that just barely got me by, winning with Turn 5 objective grabs and sneaky moves my opponent wasn't expecting. I've learned of late that this doesn't cut it in a tournament with those really competitive gamers out, fielding lists made to kill mercilessly.
To cope, I naturally started doing was forming a castle on a flank, then as the enemy hits, feeding units to the assault, allowing them to get wiped out, then blasting them to bits when the enemy is caught in the open. This works well, but only if you've built a list around it. I was playing this way but without the right tools. I would often end up feeding XV8 squads to the enemy, one by one, to keep my scoring units safe. My army would get neutered. With the XV8s gone, what heroes of the Empire are left? Not good.
My lists simply weren't matching the tactics. Fritz, at Way of Saim Hain, posted a article a couple months ago called "army to the tactics not tactics to the army" and this is extremely relevant for the Tau Empire. You need to build your list to suit your tactics. It needs to honed finely to meet your plan. My most recent list, which I may or may not post here, has plenty of defensive units in the form of Kroot, Drones and Piranhas.
Here is a quick collection of articles I think are very much worthwhile to all you fledging Tau Commanders and even for veterans. These should explain, in better words, what I am talking about.
In fact that whole series of Tau article is probably the most important set of articles for a Tau that you can find on the internet.
I've taken the sample lists there and put my own spin on them, to complement the way I plan to play, to the tactics I plan to use but the core is the same. Maximize your strengths and build your defense.