One of my all time favorite periods to game and paint is the Late Roman period in the West. I got interested in this period while doing research for a paper when I was attending the Command and General Staff College at Fort Leavenworth, KS. If you are interested in the period, I recommend two very good books that have similar titles. The first is The Fall of The Roman Empire: The Military Explanation, by Arther Ferrill, Professor Emeritus of History at the University of Washington and a regular contributor to The Quarterly Journal of Military History. The second is The Fall of the Roman Empire: A New History of Rome and the Barbarians by Peter Heather currently Professor of Medieval History at King's College London.
For historical fiction I recommend Eagle in the Snow, by Wallace Breem and The Lantern Bearers by Rosemary Sutcliff (she of The Eagle of the Ninth fame!)
My armies for the period are about 99.5% Wargames Foundry's Late Roman Range of figures that also include their Franks and Saxons, Germans, Huns and Age of Arthur ranges sculpted by the Perry Twins Michael and Allan. The other .5% are Old Glory Miniatures. One of the advantages of gaming and collecting this period is that every unit can be on any side - talk about a blessing for a gamer!
When I personally take the field of battle, here is the figure I usually use to represent me:
This is a Late Roman mounted commander from the Mounted Commanders blister pack.
Also from the Mounted Commanders blister pack is one of my all time favorites:
Every commander needs a good musician. The animation and bearing of the figure is second to none. Plus, it was fun to paint. He is the musician for my commander's mounted body guard.
Speaking of bodyguards, I based my commander on Flavius Aetius, the "Last of the Romans." Aetius is famous for defeating Attila the Hun at the Battle of Chalons in 451 AD. Interestingly, Aetius had spent many of his formative years as an official "hostage" with the Huns and his body guard (Bucellarii) was almost exclusively Huns:
Since this unit is serving with the "Roman" army, I painted them as much as possible to resemble Huns with Roman equipment and tunics. Note the chip paint on the spear. Nothing like dropping a figure and knocking the spear off right before you take a picture!
I like the Horse tail standard.
Speaking of Huns, I'm slowly adding other Huns to my collection. The below is one of the nicest animated figures I have run across; you can just feel the breeze in your hair (if you take your helmet off!):
The infantry need good commanders and this is from Foundry's "Age of Arthur" range. I forget which character he is supposed to represent, but he makes a great officer for Late Roman or Romano-British armies.