This is a very subjective question. A
CM is basically the coolest, most bligned out guy in the chapter. So you need to find the guy who rings
your bell. Either using/modding a special character, guys from
FW, or just skimming the cream off of your bits box to make the most awesome guy you can.
Then there is the issue of what gear you want to give him.
My first suggestion would be the stermguard a/o vanguard vet kits, plus the old multipart captain. If you chapter has an upgrade sprue, that’s another sure place to find parts. The new
DW kit also has some fancy bits in it.
Here are some of my captains. They could work as CMs (and often do on the table)