I've gotten big on using alternate models for 40k as proxies. I talked before about my plans for doing a Daemon Prince for each of the Chaos Powers before and my thought for using alternate minis for them. t is not that I hate GW models (I think that they make the best plastic minis out there) or that I think I am too cool to play with standard minis. It is that there is no good representation of a Daemon Prince of Slaanesh out there unless you paint the plastic DP in Slaanesh-like colors.
My painting has been good enough for a while now that it is the rare game in public that is not interrupted by people telling me what a great job I have done. It serves as a talking point for meeting new players. Usually we chat for a bit and if they are cool (or some seem like complete socially-awkward power-gamers), we exchange number or set up a game. Alternate minis can work like that too.
Nekima was out of print for some reason. I do not play Malifaux so I do not know (or care) why this was. I ended up buying her for like $15 from eastern Europe from a guy on Bartertown. If it was not for him then I would have been out of luck.