In addition, there are several companies that make cheap conversion bits for that GW either doesn't make or charges exhorbitant amounts for --things like thunderhammers and stormshields, wings, shotguns, head swaps, etc.
(LOTS of bits, including thinly disguised copies of forgeworld stuff. I've ordered from them, their stuff is resin so needs cleaning and fixing up but I've never had problems as bad as forgeworld's stuff..)
(went a little too far and might get closed down though..)
(not bits, but whole minis for dirt cheap, mainly for fantasy. "Generic" elves, dwarfs, undead, and 'khaos dwarfs' that could easily fit in a GW army for friendly games. look like nice quality)
(relatively cheap greater daemons and some other stuff too now)
Pig Iron Productions
(nice Kasrkin and DKoK lookalikes, and head swaps galore. A LOT of guard players use their gas mask heads.)