Wyldfae first appear in Storm Front, in the form of Toot-Toot and his friends, dewdrop faeries who spend most of their time causing minor mischief for their entertainment. Harry uses these Fae as a means to gather information on a target (a Dark wizard, unknown to him or us at the time), using as his bribe pizza from Pizza Spress. To faeries, pizza is the most delectable of foods. Since Storm Front, Harry has been ordering pizza once or twice a week and having the deliveryman drop it off at the side of the road, and has acquired quite a following of the Little Folk, who call Harry the "Za-Lord" (short for "pizza lord).
However, wyldfae are not merely dewdrop faeries. One of the most powerful of the wyldfae is the Erlking, who appears in Dead Beat. Mab describes him this way:
"The being you ask me about is to goblins as I am to the Sidhe. A ruler. A master of their kind. Devious, cunning, strong, and swift. He wields dominion over the spirits of fallen hunters."
I frowned. "What kind of spirits?"
"The spirits of those who hunt," Mab said. "The energy of the hunt. Of excitement, hunger, bloodlust. Betimes, the Erlking will call those spirits into the form of the great black hounds, and ride the winds and forests as the Wild Hunt. He carries great power with him as he does. Power that calls to the remnants of hunters now passed on from mortal life."
In Dead Beat, Harry summons the Erlking to prevent any of the necromancers from summoning him first and using the spirits of the Hunt to become a new god. Unfortunately, Harry isn't strong enough to hold the Erlking, and he escapes. The Erlking raises the Wild Hunt that night and, it's revealed later, gives Thomas a choice between running with the Hunt or becoming the Hunt's prey. Thomas joins the Hunt for that one night.
Clearly, the wyldfae should not be underestimated.
We learn in Summer Knight that the wyldfae are unaffiliated with either court save in war, and may choose to fight for their liege lord rather than for Summer or Winter. Toot-toot and his friends fight for Harry and attack the then-Summer Lady Aurora (who is planning on creating a permanent imbalance between Summer and Winter which might well destroy the world) with metal knives at Harry's command. This kills Aurora…making Aurora's mother, Queen Titania, a serious enemy of Harry.