Have you considered the heads that come plastic kits from companies like Perry and warlord games.
As far as Perry goes, For the price of metal heads, you can just by the whole box of figs. The "war of the roses infantry" box comes with 36 complete figs and 20 extra heads for about 30 bucks or so. Though the figs are 28mm, they are more realistic in proportion and scale pretty well with
LotR, which are closer to true-28mm anyway.
http://adventuresinminiaturegaming.blogspot.com/2010/02/perry-miniatures-plastic-war-of-roses.html
Here's a pic of a perry figure (they also do napoleonic) next to
GW LOTR.
And another showing Perry War of the roses
plastic Orc (on resin base) - Perry - metal Uruk-hai - Perry - Morannon Orc
plastic Ranger - Perry - metal Abrakhan Guard - Perry
Pics courtesy of Dakka (first one) and Frothers
Lastly, if you don't want the knight'ish heads, the "War of the Roses MERCENARIES" set has heads that may be more what you're looking for. I just haven't seen comparison pics using those figs yet.