Eureka and Brigade are almost exactly the same size and certainly compatible. The Eureka ones are somewhat thinner but once painted that's almost unnoticeable. Both ranges are of fantastic quality.
Funny enough, I asked exactly the same question a few weeks ago and Nic from Eureka immediately replied with an offer of sending a sample.
As it turned out however, one of our clubmembers already had some Eureka models so I was able to see them 'in the flesh'.
My Brigade order is already in and the Eureka one will be ready shortly after I sorted out a few details with Nic.
BTW If you think that the Eureka range is pretty big you'll be glad to hear it's even bigger.
Take a look at the Chronofus site for a full listing (and pictures!) and you'll find a lot of packs not even on the Eureka site yet.
http://chronofus.net/php/viewforum.php?f=21 Another pleasant surprise were the few Trent Miniatures blisters I picked up at the Bovington show last weekend. Contrary to what I was led to believe, these are very fine figures and again - judging from the few packs I have- very compatible with the Brigade ones. I mostly bought Caribbean slave figures, but also a pack of French Light infantry in Mirliton and they are very, very good.
Again the range might be a lot bigger than originally thought. I noticed that of the 5 or so figures shown on the (NorthStar) site three weren't included in my blister. A quick inquiry ( another very helpful Nick) learned that at least some of the blisters just contain a random selection of available figures. For example of the Caribbean slaves with firearms there are probably 12 different models. And I mean really different models, not just variants.