Re: My comment yesterday about Games Workshop minis ... besides being expensive, they're not particularly great figs, either. :P I bought one from the Lord of the Rings line because it happened to be almost exactly right for the character I was working on, but for $20 I expect a fig that's not covered with flash all over the place and that fits together properly! 0.o Reaper has slighly nicer sculpts and less flash, for half the price.
Oh well, Reaper didn't have what I wanted (although it had a nice close second that I'm still vacillating on), so I went with the Games Workshop fig. Today is my first time ever using Milliput (i.e., modelling putty that bonds with metal and therefore supposedly works well with miniatures) to fill in gaps and such, and I think it came out pretty well overall, after some frustration at the start. I've never done any customizing of figs before -- in fact my overall attitude is that the more a miniature requires assembling, the less likely I am to buy it. I'm just not "crafty," and I was quite worried at the start that I was destroying the figs in my attempts to enhance them.
The lessons I learned today are:
1) Keep it wet. Mixing in water early and often makes the putty much smoother and easier to manipulate.
2) Small, round rocks are a quick and cheap way to make any miniature base look interesting. ;)
I'm going to be putting flocking (is that the right term?) onto the bases when the minis are finished, so I didn't worry too much about the texture, getting out fingerprints, and so on. I've never done that, either, so I expect it to be quite the learning experience. But hopefully at the end I'll have some very cool figs!