The clip-on axe heads are from the
oop Vikings sets, but have appeared in other sets as seen here:
http://chicagoskirmish.blogspot.com/2012/07/song-of-bricks-and-lego.html
Currently they appear in a few Ninjago sets, and most of the
LoTR LEGO sets have them as well.
If you want a fast paced, easy-to-learn wargame with mechs/robots, I'd recommend "Mech Attack!". it comes with paper mechs you can print and cut out, but I prefer to play it with
oop Mechwarrior Clix figures that I've rebased, and it would be just as easy to use LEGO or Kreo Mechs, possibly with doubling the ranges of movement and firing. It's got alot of the same aspects of Battletech (heat, multiple wepons, damage grids, etc) but is a fraction as complex and takes about 1/4 of the time to play.
You can get it here:
http://www.wargamevault.com/product/79303/Armor-Grid%3A-Mech-Attack!