Excellent advice if you're looking to optimise.
The only thing I'd disagree with is the Nacht-Ghul autopistol. If you're going for Shiver sword, it's a good choice, although the claws are better. It largely depends on what his role is. If you're looking to kill single, multi-wound, high value characters, the claws are better. If you're looking to massacre mooks (Gangers, Juves etc) and charge 2 or more at a time then the Shiver sword is a better choice.
Personally I didn't go into quite so much optimisation advice because the list you posted is really not that bad, barring the points I mentioned and it's your list. You'll learn a lot from playing it and will come to your own conclusions after playing in your local group for a few skirmish games. If you find you're winning about 50% of your games then your list is pitched at the right level for your group. If you find you're constantly getting your arse kicked, come back here and we'll tell you how to make a beast of a roster.
Also, optimised Delaque gangs tend to get a bit cookie cutter and all look very similar after a while - the main difference being how many Nacht-Ghuls you take, so I'm quite purposefully restrained in my advice.
If you'd like some more advice with regards to skirmish games: play at 1500 creds and allow some trading post equipment (I usually allow between 200-500 creds). This will give you and your boys a good idea of what you're going to build your gang up to in the campaign, and then you can cut down to 1,000 creds for your starting gang with a good idea of where you're going to take their development after a few games.
You'll find the Psygheist much more effective in a 1,500 cred skirmish list, with a few more guns to back him up than in a 1,000 cred starting list.
My Delaque gang started with a Psygheist - to start earning XP immediately (You only need 3 for a Willpower upgrade) but I didn't add the worm until after 3-4 games.