It really depends on where and with whom you play your games. If you only play with your friends or at a relaxed club, then there likely won't be a problem, as long as you keep the proxies understandable - a model with a big gun should be used to represent a tank, and infantry should be used to represent infantry. Of course, these are just my suggestions - you may even want to play with just pieces of torn up paper.
Of course, if you play at a GW store, with a more strict club, or at many tournaments, then proxies will be frowned upon. Some may be chill with mixing in the occasional bit from other model ranges, but most do not like people using proxies.
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