Unless someone just loves the current art style for the Citadel miniatures, there are a lot of options now for proxy miniatures. Won't work in official events, obviously, but for friendly games I've seen a lot of people using them. The local hobby shop has a group playing The Old World, and I've seen at least 3 different players with 3D printed armies.
Also, I see a lot of historical figures being used as well. Makes sense though as a lot of historical figures were the original ones used in Warhammer Fantasy. Still, companies like Wargames Atlantic, are putting out a lot of good plastic kits at reasonable prices. They should have some good 40k renegade guard figures out this year. They did a Gamefound campaign last year for an army of them. They also have some good miniatures for penal legions for 40K.