Ooh, those are nice aren't they? I'm not really one for using non-GW figures though, especially for stuff that GW does actually produce. And for those, well that's why I've got a huge range of sculpting tools and some 10mm dollies that Rick gave me back when I was doing work on Project Norse. And of course chances are that I'll never do any more than two WMF armies anyway...
Now for WMH, that's WMA, WMM and any other variants that come out, well that's a completely different story now isn't it? MY EIR army is evidence enough of this I think...
As to why just GW. Well it's quite simple, if I want more figures for my Empire army then I want Empire figures, not historical renaisance figures. Oddly enough I have used my Empire Halberdiers as proxy figs in my Roman army from time-to-time... Oh and of course I have got literally bags of unpainted WM Empire metal, never mind unpainted WH Empire metal and plastic, probably a metric tonne of unpainted stuf across all the systems I've bought figures for, and not all of those are GW games. Once upon a time I dabbled in a game called 'Warzone', but that was only because I played Mutant Chronicles and my friends that I played with had been turned off GW by the many price hikes of the late 90's, oh and beer, music and women of course...