Agreed, warlord makes some nice miniatures but it seems to fall down when it comes to sculpting actual personalities a good bit, i'd say out of all those introduced only those with an extremely distinctive look tend to come out looking good, the Skorzeny and Patton miniatures spring to mind, others like the Simone Segouin and the latest Churchill/Christopher lee ones bear little in the way of resemblance.
Personally I prefer making up my own characters as historical characters can somewhat constrain things...you don't see Churchill doing any fighting and Segouin is limited to France.
I'd take one of the British Airborne command officers as a good example, a definite reference to Sean Connerys character in A Bridge too Far, but generic enough that he can be painted up and given his own backstory.
I guess i'm a little autistic on the matter but years of warhammer/40k has always put me in the habit of making up my own stories, named characters were for set piece battles.
I'd like to hear everyone else thoughts on this, DIY or historical battles? own characters or historical personalities?