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So, I got a box of Cadian Shock Troops for Christmas. I don't need more 'gunline' platoon squads, so I was gonna try some Penal Troopers. Any advice on the modelling aspect, or actually fielding them? I normally run a fairly standard 'Hammer and Anvil' type list with several squads with Heavy Weapons and outflanking Vendeta Vets. Thanks in advance!

I can't speak for the game play parts but for the modeling aspect kit bashing them with Catachans can give them a not so uniformed look.

Victoria Lamb has some excellent bits for converting Cadians into Penal Legion, scroll down halfway down the page or so:
http://www.victorialamb.com/store.html

Fielding them is a bit odd, I really wish you could field big squads of them. They're sort of okay as an outflanking harassment unit, but 10 guardsmen aren't all that scary, even with rending or assault 2 lasguns. They can be half decent harassment though.

Wow. Those Penal Legion are hot!

Here is what I have used to make my Penal squad. Such a fun group to play, an everyday troop choice for me at 2000 points. Used all the extra Catachan arms I had laying around and used the bodies and heads from this kit: http://www.games-workshop.com/gws/catalog/productDetail.jsp?catId=cat440093a&prodId=prod10006

Here is a pic.

I just bought the basic cadian monopose set and painted them in bright orange jumpsuits and helmets. They are the only orange unit in my guard army and always get a chuckle when I field them. That, or people think they are X-wing pilots.

-cgmckenzie