I've started jokingly calling mine Iron-blood Wolf-knights, cause the paint scheme I use - burgandy and gray (or gunmetal gray) can be used to represent Knights of Blood(Blood Angels), Iron Knights (C:SM), and Space Wolves (ok, its a stretch). I think there is a DA successor chapter too that uses that paint scheme, but I shouldn't have bought that codex... Anyways, point is, I didn't have to make up any of them (not that there is anything wrong with making one) as the colors I like just happened to be in the codexes.
I really hate the sanguinor model, so I use my Emporer's Champion with some Sanguinary guard wings- love that model cause he's like, "you, I am coming to kill you" with his sword. I made a Pedro Kantor from the SM commanders box. I htink I'm going to buy the real models for the SW special characters, though.