What most people fail to do I believe is just look at GW's entire product range to find just the right look or model, or just something different. Hopefully this gets some creative sparks in you minds, but I am just going to rattle off 5 models that are currently in production and available from the GW site that can easily be incorporated in the 40k universe/armies with little to absolutely no conversion work necessary.
1. Be'Lakor, The Dark Master
This beauty of a model was released years ago for the Storm of Chaos summer campaign. This guy makes the perfect Daemon prince for a Chaos Daemons army or a CSM army, and with the right paint job or conversion work, can really be made from an undivided Daemon into one of any of the 4 major powers, as you can see below in a commission I did some years ago for a Nurgle army
2. Empire Witch Hunter
3. Mordheim Elf Mage
This guy comes from the Hired Swords range of Mordheim, which really has a bunch of great models for any role players out there. My favourite among them is the Elf Mage. While I am going to use this as the wizard for my blood bowl team, a distinctive paint scheme or minor conversion work can see this awesomely posed model used in a number of ways (due to its beautiful simplicity). Most obvious are his uses as an Eldar Farseer or Warlock. Possibly a Harlequin troop leader if you are up to painting patterns (of which there is more than adequate room). The addition of a wide brim hat makes him a really believable Inquisitor for the Imperium. Primaris psyker for IG is another role that comes to mind. Really, there is a lot of potential for this model.
4. Empire Duelist
5. Champion of Khorne
This has forever been one of my favourite GW models. He just exudes the power that is Khorne and is the very image of the chosen of the Blood God. With the advent of Cultists in the new CSM codex, he has a perfect fit in 40k. To be honest, I think all the Chaos Champions from fantasy do, this one is just my personal favourite. They also are great for any renegade Guard force, and I think some clever conversion work can even see the Slanneesh and Khornate Champions made into Space Marines.
Obviously there is a lot more. Ogre Kingdoms have been used for Ogryns a million times over (not only is this more flexible model wise, but it is very cost efficient). Nearly the whole Fantasy Orc range can be used in 40k, and give a great opportunity to make you boyz really stand out. And there are a bunch of Dark Elves that would make great additions to a group of Wyches in a Dark Eldar army.