Where can I source figures for.......?

[Ethelred the Almost Ready]

Yes, looks good! I'd stick with that.

As an aside, a convention seems to have grown up in Middle Earth gaming that wargs are ridden by smaller orcs. I don't think Tolkien's writings support that: Beorn pulls Bolg down, which implies strongly that he was mounted; and the Isengarders use wargs (a straight reading of The Lord of the Rings suggests that the Isengarders are all, or mainly, Uruks). So, given that the Oathmark goblins are a good size for Uruks (or the equivalent large orcs from earlier Ages), I'd stick with them for your wolfriders.

The little Ral Partha ones are lovely, though - look what John Blanche did with them!

Yes, I think this seems the best option for mounted orcs/goblins.  If I wait for Oathmark to come out with wolf riders I will be waiting some time.
I agree with the wargs/small orcs comment.  As n orc leader I would mount the biggest orcs a wolf could carry and use them as shock cavalry.  It would be a wast of savage fury to use a warg as a mount for horse wolf archers.

I did like the look of the gargantua orcs from Ral Partha, but these are a bit too GW looking and too big.  Ral Partha were happy to supply just the riders (which are normally mounted on lizards). 

Ensign Madcap, I forgot about that particular Schleich wolf.  The pictures of it always make it look a poorly sculpted figure, but it might just be in need of a (semi-) decent paint job.

[Will Bailie]

The GW plastic LotR Goblins of Moria can be pretty easily converted to wolf riders, as they mostly have a pretty wide, bowlegged stance.  Just clip off the tab under their feetsies and pop them on the wolves (and shave off any protruding dangly bits).  Not a perfect solution, as they can be expensive unless you find them second hand, and they are smaller than the Oathmark figures (but that might not be as noticeable once they are mounted on wolves).

Here's an example (from many, many years ago):

[has.been]

Have a look at children's toy animals. They are deliberately large to avoid the chocking risk
if child swallows the toy. I have used eagles from the Early Learning Centre shop as the Eagles from Lord of the Rings, and the Mammoths as Mumakil. Much much cheaper than alternatives.