I'm going to sound spoiled saying this, but it really bugs me that I can't find any miniatures of soldiers wearing cloaks. I mean the kind of big cloaks that cover pretty much the whole body, save the head and what little might show under one or both of the arms sticking out. You know, that moody, mysterious kind of look. It appears in fantasy artwork quite a lot. For instance, I've recently seen it in Dark Horse's Conan comics (the guards of a Nemedian nobleman in the story that leads up to The God in the Bowl, issue 9 I believe) and in Ghibli's Earthsea movie (the slavetakers).
They would seem relatively easy to sculpt (but not quite easy enough that I could do it myself - I tried a couple of years back) and moreover, generic enough to fit a lot of settings. So it surprises me a bit that with all the cool miniatures in existence - many of which are quite specific and narrow in their usefulness - no one makes some generic cloaked soldier types.
I know I might be able to scrounge up a few suitable figures from various historical ranges (Spartans come to mind), but it's hardly a perfect solution.