For my Alpha Legion force, I intend to leave no model unconverted. None. Whatsoever. They're all going to have some kind of modification, some kit bash, or some scratch build conversion about them. Indeed, all my infantry are going to be pseudo-true scale for starters. I'm trying not to do too much true scale stuff at the moment as it can be a bit of a killer on the hobby mojo.
I decided that for my heavy support squad (a squad of missile launcher guys), I wanted something that might be very characteristic of the Alpha Legion. Specifically: the use of alien technology that has been retro-engineered and put to full use (field testing or post field testing) in their arsenals. Of all the legions, it is the Alpha legion that has the least problems with this kind of thought. Note explicitly that Alpharius himself carries around a spear of unknown origin (perhaps necron, perhaps something else altogether).
Therefore, instead of normal missile launchers from the 30k range, I've opted to give my legionaries some eldar missile launchers.
In the image, you can see that the missile launcher is from the Eldar Wraithlord range. It has, however, been extensively converted. Firstly, I took some chaos space marine arms - specifically the ones that hold on to a heavy bolter - and modified them to carry the missile launcher. The left arm sits nicely on top of the planed eldar missile launcher. But for the rear, I have chopped off the rear of the missile launcher and inserted the right hand and arm, before re-pinning and connecting it. The look is finished off by adding some purity scrolls on to the missile launcher, as well as a veteran terminator crux accessory to the centre of the launcher. This gives the feel of something that might be Imperial - at least in the eyes of the Alphas.
The toughest part of the conversion by a long way was the pinning of the right hand. I had to drill right through the hand and ensure that it matched up with both the end piece of the launcher and with the main body of the launcher. By contrast, getting the left hand to line up and align with the torso of the (Forge World) body of the marine was relatively easy. That said, I might add a bit of greenstuff under the armpit to help with the angle. This will, of course, be eased in appearance once the left shoulder pad is added to the construction (and, needless to say, the legs as well!).