I do Chaos in cairo, and have a ton of mummies.
West Wind's are very nice, and animated, but they are bigger than Megas, not taller, but thicker. They don't look bad next to Megas on the table, IMO. Becuase they are "unravelling", they stack up with mega mummies, who are wrapped tightly.
Did you see RAFM's Call of Cthulhu line, mainly Egyptian Expedition? It has a nice mummy, but with some tentacles, but I turned one of them into a mummy on fire, tentacles to flames via painting and easy texturing.
Have you tried Blue Moons Cairo set? It has a Mummy, sarcophagi and adventurers that are all compatable with the figures you mentioned, at least that's how they look to me right now.
So, in short, the West Wind mummies will work for "leader" types, with mega minis mummies following up. The poses for the West Wind hide the size disparity.
Feel free to ask me anything else, as I put my Cairo box beside the computer.

I hope I helped.
UPDATE: LOL! Look at this thread:
http://leadadventureforum.com/index.php?topic=2082.0Those are the West Wind mummies. That leader is huge, but I don't have him, I was talking about the other ones in the background (Russell at Old Glory gave me a bunch, and they were all the smaller background ones)