Death Company have always been a bit lacking as far as I was concerned, so I sat about converting mine up to be different.
First, I got ahold of enough of the demonic space marine heads to swap with the whole squad. I used the metal miniatures, so gettng the old heads off wasn't easy. I used metal clippers and files, mostly and then filled in gaps with green stuff.
I went with chaos marine chain swords, because I felt like they were more brutal looking.
I added small chains and green stuff bands to each miniature. This was to make them look like they had just been released to fight to their deaths.
Finally, on each miniature i modeled a cloak and hood from greenstuff. My other blood angels all have bone colored cloaks, and my death company would have red to set them apart. Here is some pictures of some of them: