One thing I did for my (small and forlorn) Harlie army was use Dark Edlar plastics. I had a buttload of them because they came in the 3rd edition box and people would sell them for a gumball and some pocket lint. You had to do a lot of trimming to make their big pointy hats more like masks, cut down their shoulder armor, and turn their rifles into pistols & close combat weapons, but in the end it worked okay and cost about as much as one space marine squad box. They don't look like they were sculpted by Jes Goodwin, but I'm still pretty proud.
One other holy grail of Harlie customization might be the forthcoming Wood Elf plastic sets. Right now I hear it'll only be one set, like the Dark Elf Warrior box: one sprue for both archers & spearmen. I've also heard rumors of plastic wardancers, which I can only think would fit the harlies more than anything besides the actual classic harlequin models.
On the metal side, the Dark Eldar characters are good fodder for conversion (Lelith and Drazhar are much nicer than the others and make good leaders).