Apologies for chiming in so late
My first 15mm Zulus were from Minifigs as they were the only ones available to me at the time and whilst I liked the idea that individual Zulu regiments were represented with all their finery, there was only one pose per individual code. Owning a copy of Osprey book, The Zulu War (Men at Arms Series, 57), by Angus McBride was very helpful when it came to painting these chaps.
Like War In 15MM, the bulk of my collection is made up primarily from Essex Miniatures with the odd Old Glory 15s, Minifig and Irregular Miniatures miniature's thrown in, especially where character models or the odd troop type are concerned. For example, Minfigs make u Dibi Boy Porters.
I have found that for the most part, they mix in quite well
Again, like War In 15mm Blue Moon weren't available when I started my collection. I have the BM 18mm Sleepy Hollow pack and the miniatures look much nicer in the hand and I will be investigating other ranges by them.
I quite like Old Glory Miniatures range, but like Essex's and Blue Moon's Zulus, they need to have shields glued on which can be a pain.