Warmachine models, while stylistically very cool, have never given me that "YES" feeling next to 40k minis. IMHO, the two styles are two different to work well together.
I would probably grab the heavy weapons I wanted separately (as bitz), and go with bulked up cadians. Honestly, I think cadians are some of the best looking base troopers out there. They could make one nasty looking retinue with converted carapace armor.
Plus a cadian with a space marine's plasma cannon would look awesome. I'm holding one of my plas cannons up to a guardsmen right now and the scale is about right. I mean hell, if I decide to throw an inquisitor together now I think that I might do this.