Troll Forged Miniatures has a new piece up that looks really stunning - the Nightmare. This model looks like it would be right at home in Warhammer Fantasy serving the Vampire Counts or even the Warriors of Chaos. I am not sure where you could fit it in to a Warhammer 40k army. Maybe as a Daemon prince or a Chariot for Chaos Daemons.
Regardless of where it would fit this looks like a very nice model. It weighs in a $45 so it isn't that pricey either - just a bit more than a Daemon Prince and right in line for what a Winged Nightmare or Zombie Dragon would run you.