Second the LAM figures
There's plenty out there but I wouldn't say any manufacturer that has a complete range suited for every eventuality (probably because it hasn't been though of yet
).
West wind have a good range and there's a kickstarter for them at the moment (see the Gothic horror board)
Nick at Northstar is also starting in this genre, you can see it here on this here very board.
Ironclad have quite a good range.
It also depends on what your after
Is it purely Steampunk or is there a more historical bent to it.
Knowing nation types and type of 'group' would help to pin down a suitable range
cheers
James