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Does anyone have any advice for doing metal model headswaps? My plan is to give the GW powerfist commissar the Pig Iron gasmask command head. I've heard this could involve dremeling, but I don't have a dremel.

Any advice or embarrassing anecdotes would be greatly appreciated

Unfortunately I think your best bet is probably going to have to be clip the head off at the neck and file. Then assuming the new head has a little ball for a neck (only ever remember seeing the Pig Iron heads already attached) cut/file that off so its flush.

I happen to have gotten that model and taken its head off. I had to dremel it though. The head is set in pretty good. Though you could try slicing away at it as much as you can, then drill a hole in it and use a blade or clipper or something to widen it, kinda like a hand powered dremel.

Is that the one with the powerfist raised and him reading a book (the idiots guide to powerfist?).

Carefully cut the head off flush with the top of the collar of his coat. Now clamp in into a vice and drill a pilot hole with a 1mm bit down about 5-6mm.
Get a larger drill bit (3mm) and do it again.
Get a 5mm bit and do it again (the idea is to make the hole larger in stages.)
If you do it right, you'll have a beheaded model with collar intact and a small socket to fit the new head into.

I did this with a couple of WM models (mage gunners) that I wanted for guard commander figures (the coat's the thing).

buy a dremil, or a cheap imitation of one. It's my #1 go-to tool and you'll never regret it

How much does a good dremel cost? I'm not sure how much I'll be using it beyond this particular conversion, but I also don't want something worthlessly cheap

I bought a good set of Clippers and i slice them off just under the head. I usually file them down and use green stuff to seat the head on the new body. It does tend to write off metal body, unless you file it carefully and use green stuff to restore the body your head is cut off.

Forget a dremel if you are not going to do a lot of work like this. I would recommend a pin vise (pin vice) though which are relatively cheap. They are basically a handle for putting a drill into so that you can use it. Great for things like drilling out gun barrels. They'll also take ball burrs which are good for making bowl shaped depressions of the kind that heads fit into.
Just make sure you get a vice that will fit the thickness of the shank on whatever drill or burr you use. Some vices comes with a variety of collars (collets) that allow you to fit different sized shanks to them.
Clippers are also a good thing to have.

Get one from Harbor Freight. Their tools aren't going to last like a Makita or other name brands but if you arent using it professionally every day it will last longer then you could every need it to. You can get them for $10-20 at the stores (they price matched the website last time I was in)
http://www.harborfreight.com/80-piece-rotary-tool-kit-97626.html

Yeah i have one that i bought for $20 that is battery powered and it comes in handy for alot of things and has two speeds low and high. I have used it for mold lines, conversions, sanding off imperial symbols, etc. A pin vice though is also a must and is great for pinning metal models that super glue wont hold together and drilling out gun barrels and offers more control for drilling than a dremel. So in short get both. Both shouldnt cost you more than $30.