It'll boil down to if you want Pre-Painted, or if you want to paint them yourself. If the former, there are a few lines of pre-painted miniatures you can get - D&D Minis, HeroClix (for Superhero needs), Pathfinder Battles - and you can always look online for lots of prepainted wargame armies that people are looking to get rid of.
On the other hand, if you're interested in painting up your own minis, there is a plethora of options there, as well. Reaper has their line of Bones miniatures with has just been significantly boosted (and you can grab the Vampire box for a pretty decent price, given all the minis goodness you get with it), or, if you're looking for a particular type of miniature to fill out the rank and file with, you can go with an Army Box of some description (typically Warhammer, but you can also get a variety from Malifaux, Warmachine/Hordes, Freeblades, or Dystopian Wars, among others). I'd go with the Reaper Bones, personally, as the models have decent details (ranging from Fair to Incredible, depending on the miniature), and are about half the price of the nearest non-collectable competitor (Freeblades or Reapers own pewter lines) - and are tremendously cheaper, model for model, than what you'd get from Games Workshop or Privateer Press.
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