I think the flames look good I'd just add in some more orange and yellow highlights to give the flames more depth. Highlight the black and maybe paint the Imperial eagle in a bone color and I think you've got a solid Legion of the Damned model. If it helps here's how I ended up painting my flames for my Imperial Knight:
http://www.dakkadakka.com/dakkaforum/posts/list/623588.page
I think there are many ways to paint flames so you'll have to find something you're happy with and go from there. Different people will like different styles. I'd love to see the blue/white flames but if you're set on the Legion theme stick with the regular flames.