Yup, go search for a figure that stands out, or as W comments, use plastics and then upgrade them in some way, green stuff a furry cloak, add shield, or as I am about to do add bow and quiver - I tracked down some metal conversion packs from Alternative Armies and they arrived yesterday.
I also use the Knight figure from Northstar as one of my captains.
Foundry do medieval characters that are suitable as well.