I play a lot of games, and dabble in quite a few more, and for many years I scrupulously used only the exact minis intended by the manufacturer for use with their game.  Its helpful, of course, especially in terms of WYSIWYG, but eventually everyone that plays a faction within a game ends up looking very similar.

( Brunhilde, Kinght of the Blazing Sun and acting  Witch Hunter Captain stands firm against an assault by a Sigmarite Sister and two Novices...Brunhilde is a real Heroine putting one novice out of action and keeping the remaining Sister and Novice tied up in melee for the rest of the game (top and left).  Brunhilde is from the Raging Heroes classic line and the Sisters are GW originals. Below: MVP Gretchin interrupts her journey rescue of Captain Brunhilde to ambush a novice sister that was searching for warpstone.)

For me, these days, the "Looks Cool!" factor is a big deal so I've branched out into proxies in a pretty big way. I'd always used the odd alternate manufacturer figure for special characters, especially those written up in the rules but whose figure was missing from the product line, or just because it looked like it would be a good fit as a sergeant or unit champion/standard bearer/musician as these types of miniatures were often available in only one pose or might even be entirely absent.

 The table was set with a Deepcut Studios cobblestone mat and a pile of Tabletop World buildings.  To give the game a "night time feel"  I used a blue light and a couple of overhead white spots.  The result was stark shadows and a gloomy night time feel while still maintaining enough light for comfortable play.

The match was the opening round of a campaign and first up were Witch Hunters vs Sigmarite Sisters!

 Fueled mainly by the amazing complete proxy armies that are available from folks like Raging Heroes, Avatars of War (Although they now have a rule set of their own in Warthrone), and Scibor, I'm building complete proxy armies as my first choice.  In doing this I'm not necessarily looking for a less expensive way to produce an army.  Raging Heroes, for example, is not a discount mini shop.  I'm looking for the minis that best portray what I want to play.

 There are downsides to proxy armies, of course, but they are largely confined to official company events and tournaments where there may be a requirement for official miniatures in order to participate.  I don't do tournaments for the most part so it doesn't really have an impact on my gaming.

(Above and above right: A large central melee broke out.  The Witch Hunters face off against the Sisters.  Witch Hunter Gretchin, supported by the Warrior Priest Whilhelm and the wardog Walter, faces off against the Matriarch Beatrix.  A lucky crit by Gretchin with the dueling pistol takes the Matriarch out of action before she can strike! Witch Hunters Hildegard and Johan hold fast in a furious engagement with Sister Superior Magda and two Sisters.  One turn later, Wardog Walter, and Warrior Priest Wilhelm add into the grand melee while Gretchin exits the area to head towards Mercenary Captain Brunhilde who is all alone and engaged in a lopsided duel.  Meanwhile two novice sisters decide to dodge the grand melee and scour the area for warpstone.)

After dispatching both the Matriarch and a novice Gretchin claims final victory by forcing the game ending route check...

The teams!  The Sisters spent more gold building their warband (492 to 485) but came up short on rating compared to the Witch Hunters.  The ratings ended up being Sisters - 68, Witch Hunters - 96 not enough for an underdog bonus but enough to notice.

The minis:  Sisters of Sigmar are all Games Workshop while the Witch Hunters are a mix of Games Workshop and Raging Heroes.