So I'm new to the game and have received my Tau proxies from OM. I can build the following:
20 Fire Warrior bases
10 Kroot shapers (miscalculated my need here)
20 Kroot warriors
20 battle suits
5 command battle suits
5 broadsides
9 devilfish
9 hammerheads

I'm thinking this will make:

3 x Fire warrior cadre (6 FW 3 DF each)
1 Crisis battle suit cadre with shas 'o
4 x Crisis battle suit cadre with shas 'el
2 x Armoured support groups
2 x Kroot Kindred

My initial thoughts is that I may not have enough markerlight or air/heavy units and I'm unsure weather I have the FW and CBS cadres at the right size/numbers.

Any help would be great.

You have a very good basis for a Tau force. But your are correct in that you have no markerlight forces at all. You are also missing any air cover or air power both of which tend to be very important.

You probably need to find something to use as Skyrays - 2-3 minimum
A Barracuda squadron would also be good to have

You also need markerlights in the form of either Pathfinders, Recon or Stealth formations

Yeah I have to echo yme-loc. This army is all about shooting in epic (and in big brother as well I guess) and to get that to work you really need marker light units. I'm not very keen on the stealth suits myself, I tried them for a few games but couldn't really get them to work for me.

I prefer pathfinder and recon formations for markerlight duty. A few Neo-Shinobi and Neo-Shinobi snipers from OM would probably make great proxies. Recon tetras and piranhas are probably a bit harder to find decent proxies for, but they are a great cheap formation that I never leave out of a list. They bring the much needed marker lights and also is a good cheap way to boost your activation count (a strategically important aspect of Epic:A is to not be severely out-activated).

If you plan on playing with aircraft then a few skyrays is probably a must. They also have the added bonus of having markerlights (but I prefer to keep them at a distance).

OSM has some light weight skimmers in the works

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I agree, can't wait for OM to make more OTC armour stuff. They also have krootox-like stuff on the way too I believe.