I haven't personally tried anything with them yet, but I did think that they looked very Dark Eldar to me
with the zweihanders and some spikes/horns added they'd make passable Incubi as well
I'd agree that they're a good basis for a female Archon conversion as well...
Make sure you post up your Scourge Sisters
would be interested to see how they turn out
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Check out may pan-Eldar projects
Exodites, Corsairs, Craftworld, True Kin, Croneworld (soon) and one Shadowseer!: http://www.thedarkcity.net/t14405-corsairs-exodites-craftworlders-and-hopefully-kabalites-soon