I love the Victoria Miniatures bits, and really like the Bugler arms for Rough Rider command squads, but the hunting lances didn't work for me. The arms are in scale, but the lances being cast in such thin resin didn't hold up. Dropped a couple the first time I played them, and they shattered (my fault, not the lances). After that the unbroken ones were in a case in my basement and next time I took them out most of the lances had warped into drastic curves. No idea why that happened... the basement is humid but definitely no temperature extremes.
I think the Mad Robot idea of using metal rods is a better idea. I broke plenty of the original Games Workshop lances too back in the day, so both Plastic and Resin seem less than ideal. Wood might work too, so I'm sure you could use the Victoria arms if you use a pin vice to drill through the hand and lance head and replace the resin lance itself with something more sturdy.
As for Rhinos, they aren't as expensive as the original plastic Predators or Land Raiders, but they aren't cheap and the price has been going up. A year ago you could find them on ebay new in box for $50US, but now they are going for updwards of $70US new in box. You have to remember that they were produced all the way into 3rd Edition (and it is the third edition boxes that people seem to overlook and can be found for these prices). Look at the exhaust pipes to tell whether they are the old design or the new design. Also, don't just search for Rhinos, but also the plastic/metal predators, whirlwinds, razorbacks, and the Sisters of Battle Immolator.