I think that - independant of what army you play - that hero units should be recognizeable. Either by by special color choise, conversion or setting him up on a higher base. This helps to recognize them on the board especially if they join a unit of similar looking models.
And here is the promised picture. This started with a scratchbuild vulkan (the headless one with the scratchbuild powerfist) but as i found the vulkan conversion to bland compared to my newer
hq conversions i choose to make a whole veteran unit out of them. But as i discontinued my army they will be never finished. (or rolled into my new chaos army)