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I’ll start by saying I'm new to the hobby and don't want to make a fool of myself. We all have stereotypes about newbies. If I do cock up, I am sorry. I don’t really care about a competitive army, I really got involved 40K after I found the book 'Grey Knights' in a charity sale, for the fun of it and because I hugely enjoy the background of the Imperium of Man. It’s very informal up here, provided you don’t cheat, and I’m never going to go to tournament play level. ‘Fluff’ trumps everything. I’m teaching myself to get a bit better at the modelling side of things - I'm not very good, but I genuinely enjoy the modelling and fluffing, if possible, more than the playing. I’d like some advice on bulking out my first army.

I’ve narrowed the choice down to an army based around the Inquisition and a young Inquisitor whom I am writing fluff for (he’ll probably be modelled by Solomon Lok); but I can’t decide whether to start Witchunters and Daemonhunters – I think both codices are out of date, but they combine the Imperial Guard with the Inquisitorial Stormtroopers (so the models I already have, metal Stormtroopers and a small Imperial Guard army, Cadians, can be used), I love the fluff and the Forge World Inquisition parts, both have really nice units in either the Sisters of Battle or the Grey Knights – so I’m stumped!

In a bigger battle, they can be allied to the Imperial Guard codex as well – very fluffy and very flexible, as you can have a little Inquisition army, perhaps with some inducted guard, in a little battle, or pretty near a whole company of Guardsmen under Inquisitorial command.

I'm just horsing around about how good the Inquisition are, so back to the question. Should I go down the Daemonhunters or the Witch Hunters route? Has anyone modelled them or played them? Any advice?

Neither. Neither Witchhunters nor Daemonhunters are a legal codex. The only currently legal codex that contains Inquisitors is the Grey Knights codex. (Which is the updated Daemonhunters one.) That being said, I totally dig the Inquisition angle, and have an allied detachment of Grey Knight Inquisitorial soldiers myself.

In any event, good luck and I hope that helps.

You are right in that both of those codex's are out of date and come from a pre-6th ed version of 40k in that the current allies chart no longer applies to them. You might be better served running a current edition Grey Knight codex army with the inquisitor that makes henchmen troopers, this way you can still use the flavour of the old Daemon hunter codex but with rules that mesh far better with the current set of rules.

Grey knights are probably the most cost effective route since all sisters of battle are still old metal molds and have no rumours of a line refresh anytime soon, and offer an amazing variety of models for you to use.

Inquisitor Lord wrote:

I'm not very good, but I genuinely enjoy the [...] fluffing

Just a heads up, this means something very different to how you clearly intended it!

In any case, the Witchhunters and Daemonhunters codexes arent currently legal, but in friendly games your opponent might be willing to let you use them.

Other than that, try the Grey Knights codex and take a few henchmen in there with an inquisitor, using StormTrooper models. Then add some Grey Knights. Maybe allied SoB?

As mentioned, you might find an opponent willing to play against the Witchhunters/Daemonhunters Codexes, but they're a couple of editions out of date(!) - about 10 years - so you'll find rules that conflict, rules that no longer exist, and rules that just plain don't make any sense. You'd have to sort these out with an opponent before starting any game - if you're serious about going this route I would suggest sitting down with a more experienced player who can check the books and spot what might cause problems so you can make notes.

With that said, Grey Knights are a better Codex choice simply because they're more effective - points costs over the years tend to go down so you'll be able to squeeze more units in than with either older book. As already pointed out, Sisters of Battle are also extremely hard to come by enough of to actually field as an army, unless you happen to have 3 mortgages...!

The Inquisitor Melcavuk pointed out is Coteaz - one of the special characters - you can use the proper model for him or if your opponents are easy enough about it, you can model your own and come up with your own name and background for him - do try and give him the right equipment though.

I think it should be pointed out that 6th Edition allows Allied Detachments for every army, so you could easily field a WH/DH-themed army with IG Allies using current codices. So, if this is what you are after, then the current rules would have you covered as well.

Still, if your local group would let you field older codices, that is of course an option, too. Both the Witch Hunter and the Daemon Hunter codices are currently available as free downloads from GW's website (minus a chunk of fluff sadly), so the books themselves would not even have to be purchased.
http://www.games-workshop.com/MEDIA_CustomProductCatalog/m1050287a_Codex__Daemonhunters
http://www.games-workshop.com/MEDIA_CustomProductCatalog/m1050291a_Codex__Witch_Hunters

Since you mentioned that fluff is the most important thing in your eyes, I'd say that the choice of your Inquisitor's Ordo could depend on the style you want to see in your army. The Witch Hunters of the Ordo Hereticus tend to be very militant, fielding large contingents of inducted Imperial Guard or Planetary Defence Forces, although the Inquisitors themselves tend to wear "comfortable" clothes such as large coats and silly hats (medieval style). In contrast, the Daemon Hunters tend to prefer smaller forces for a more secretive approach, but the Inquisitors of the Ordo Malleus often wear heavy armour to survive an encounter with their daemonic foes. The Alien Hunters of the Ordo Xenos fall somewhere in-between. It should be noted that all these things can be done with the current GK Codex and the Henchmen rules, as already noted by Melcavuk.

If you're interested in the background of the Inquisition, I also recommend checking out the following Games Workshop resources:
Inquisitor RPG rule- and sourcebooks
Inquisitor characters

Melcavuk wrote:Grey knights are probably the most cost effective route since all sisters of battle are still old metal molds and have no rumours of a line refresh anytime soon, and offer an amazing variety of models for you to use.

Although personally I don't give much on rumours, it would be wrong to say they have none - check the various SoB threads. Also, whilst the miniatures may be old, they look quite beautiful and the metal feels nice in one's hands. Lastly, due to GW's price increases across all ranges, the cost difference is not as large anymore as it used to be. Miniature for miniature, GKs are still more expensive - you just won't need quite as many GKs as you'd need Sisters for a proper army.

There are a number of arguments against starting an SoB army now (chiefly Codex availability and contents), but I do not believe the miniatures qualify as one.