I've always thought the Celtic Myth line as a text book example of a miniatures range going downhill.
Bob Olley's sidhe and fomor as well as being the first releases were also the best imo, I can remember my disappointment opening Games master international mag and seeing the milesians, and thinking mehhh, and being even more disappointed with the casting quality, too many lopsided faces.
I liked those early releases too, but I do own the Milesian King on the shield and love the sculpt. I really should get round to painting it....
IIRC Steve Blease did a feature about wargaming Celtic myth in GMI, and he suggested modelling moustaches onto Citadel's Elf Wardancers to use as Sidhe.
EDIT: I'd be tempted to use Renegade Miniatures' Celts from the Punic Wars ranges as Milesians if I ever got round to wargaming Celtic Myth.