Step 1- Choose your colours.
I have a cool simple colour selection guide here from an older FTW post you should read, but I will some up some of the more relevant ideas here.
Link your army together using colours and markings. Obviously the main colour is going to tie it together, especially if you are a Space Marine Chapter or Guard Regiment. But it is the accent colours that can do this more so. Note on my Blood Angels the Blue Carapace, Eyes, Cables and Power Weapons, as well as Yellow skulls. This is standard throughout my army and never changes, bringing a bright pop to the army as a whole.
As well, squad and army marking can be critical here. Giving each squad its own marking unifies a squad and giving everything an army marking (Chapter Symbol, Craftworld logo, Crusade Icon) would unify the army. Some armies don't have the opportunity for this really, such as necrons and tyranids. The concept can instead be captured by painting specific patterns on the carapace, or making shoulders for the army a different colour than the bodies. Still can be considered a marking, albeit not as distinct as a Space Marine Chapter logo.Cammo schemes are also a very good way to do this for any force, but may be difficult to attempt. Skin tones as well. Try making an army that isn't caucasian perhaps?
Step 2- Basing
Basing is another way to unite the army.
There are three approaches to this
1- Match your colour scheme
This is simple. You have a brown IG army, put them in the dirt. A bleached bone army in the sand, a white army in the snow, green in jungle, dark earth tones in a swamp, greys and blues in urban.
2- Contrast your colour scheme
A little harder to pull off and I think works better for things such as space marines and eldar, who are bright forces coloured to a specific fluff. This though would be like putting red guys (Saim Han and BA) or black (Black Legion) in snow, Green (Dark Angels) in sand, Green (Salamanders) or Blue (Ultrasmurfs) near lava.
3- Match your terrain
Do you have allot of urban terrain/rubble- base your guys to match. Jungle terrain- base to match. Sand- base to match. If you play mostly on green felt boards, you may want to consider just simple green static grass with a green base. You can spruce this up by going for the soccer/football field look by adding patches of dirt/dry mud and the occasional bit of gravel.
Step 3- Modeling: Wargear and Conversions
This is another place you can easily unify an army. And don't worry if you are not that great at converting or green stuff, there are ways to do it without that.
1- Wargear
You like power weapons. Well how about all your guys (or most) have the same fundamental type. Works really well if it is not traditional, such as a mace or axe rather than a sword. Even cooler if you can expand this to some normal CCW, such as chain axes, or even normal axes/maces. This can easily be achieved by getting some warhammer fantasy bits.
2- Conversions
This is harder to define, but things like making your chaos all look like undersea squid creatures definitely fits into this. Other examples would be things like modifying all your vehicles to have unique yet unified turrets/exhausts (Ragnaroks instead of russ). Or those WWI looking IG armies using brettonians. Make all your ork looted vehicles look looted from the same SM chapter or IG regiment. Make all your marines (or csm) in the same pattern of armour, preferable older patterns. Works better if an army fits this fluff eg Marines Malevolent.
Something new altogether
This is where the crazy cool projects fall, such as goat boy's space goats, Ad mech armies, and Adeptus Custodes. These armies can have a theme all to their own and really allow you to express yourself in entirely new ways.
