I paint mine with green flesh and barbaric weapons. None of them wear helmets and all have fanged, toothy maws. They are hulking and muscular in appearance. In many ways, the look exactly like Orks.
But don't be fooled! For aren't we all Alpharius?
In all seriousness I don't collect them myself though they are the Chaos legion I most like the fluff of and would probably gravitate to should I ever have a ton of money and time on my hands.
I've seen a beautiful turquoise metallic colour that just looked incredible. I believe the painted mixed a few paints to achieve the look. That's what I'd go for, personally.
Here's the scheme and instructions;
https://www.google.co.uk/search?q=alpha+legion&rlz=1C1GGRV_enGB752GB754&source=lnms&tbm=isch&sa=X&ved=0ahUKEwjFiLzs-PDZAhVJP5oKHS1UDJkQ_AUICigB&biw=1366&bih=623#imgrc=EgR1Nt8pmZ8ghM: