100% of every model I use for 40K is official Games Workshop product. I mix and match pieces from different kits, but every bit comes from something that Games Workshop created. After reading this post on Table Top War, I've done a lot of thinking about why I've stayed so loyal to GW products... and I'm not entirely sure why.
No matter what game I'm playing, I have a tendency to use only "official" rules. I don't tweak a whole lot, and I certainly don't do much game design myself. The most house ruling I've ever done has been for my Spectrum Shock campaign, which combines D&D 3.5 with D20 Modern... but even then I didn't actually change much... I just snapped my fingers and declared that every official product was legal.
Miniatures, on the other hand, are completely different. I've long used a mix of D&D Miniatures, Ral Partha, Rifts Miniatures, Heroclix, MageKnight, 40K, Warhammer Fantasy, and who knows what else in my RPGs. But when it came to an actual miniatures game, I was careful to always use the official miniatures. I don't even like to proxy temporarily. Even when I have to come up with something all my own because Games Workshop doesn't even make a model for the unit, I still stick to GW produced kits (see my seer council, for example).
I don't know why I have this need to be "official," but I'm going to challenge myself in the future to break out of the mold. They are, after all, mine. My games... my miniatures... my game room... my friends...
It's time to stop limiting myself because things aren't "official."
I think I'm going to start looking for a chance to build a 40K army that is unofficial and cheap... emphasis on cheap. I don't think I'll go as far as using little green army men as Imperial Guard. That just seems like saying, "Hey, I can't afford the real thing so I'm going to plop down some crappy minis and play anyway." I don't want to give off that impression. I want my custom unofficial army to look decent. I'll have to see how difficult it will be to find some cheap, appropriately sized, 40K mini alternatives.
Wish me luck!