Alternative models

Depends on who you are playing against.. Against friends, they should let you, most of the tournies say they have to be GW and the stores are a bit of a mixture, some don't care others do.

There is, of course, no limitation to what figures you can use against your friends (except for how long they'll tolerate empty bases standing in for knights, etc) and improvised figures are often a good way of trialing new troops before buying them. I'd probably be careful about turning up to tournaments or club championships with non-GW figures, though. I'm not sure why it is but some people get really antsy about this but I believe it's because people prefer to know what they're fighting without reminders.