I happened to stumble upon this guys blog:
He puts up some great pictures of some guys praetorian army, including guys in kilts and a Leman Russ converted to a markI style tank. Unfortunately the picture below is the best picture and only picture that shows the highlanders and tank, so it's a little difficult to make out any details. Very nice though all the same.
Whilst on inspiration, I got my grubby little hands on IA5 - The Siege of Vrak with the Death Korps of Krieg army list in. A very nice army list, that lets you field Rough Rider HQs, Heavy Mortars as elites, heroic senior officers in any and all command squads and other goodies. They also have hardened fighters, die hards and Iron Discipline across the board, which is nice but makes the troops rather expensive for what you get. It might make the Highlander army more fluffy, but I'm a bit loathed to dish out all those points for hardened fighters and die hards. But the mortars and rough rider commands squads look very nice.
As a result of looking at this army list I've been thinking again about my own planned army and wondering if I shouldn't just forgot the tanks. True it makes the list less manoverable, but I could add tons more troops and maybe get a better force as a result - watch this space.