I think what I love most about Harley is that, by the nature of her personality, she can fit into almost any tone. She works in comedies, dramas, slapstick, satire, noir, and horror. She can be cute, she can be funny, she can be sexy, and she can be incredibly terrifying. The Joker has the same thing (well, sexy is a matter of taste...), but because he's pegged down with the honor of being Batman's arch enemy, then he's generally used to be terrifying more often than not. Only a few stories (The Dark Knight and Arkham City being the first to spring to my mind) shift between all of those states for him effortlessly. Otherwise, he's usually just a straight up monster clown.
Harley does not have that problem. Because she's a supporting character, and one with ties to a lot of characters besides The Joker, we get a lot more variation out of her, which is nice. And her backstory and corse personality is, regardless of the story she's in, brilliant and very, very sad in a way that is fantastic for stories.
Also, I would totally motorboat it.