Wow, I think the dgsminiatures-knight is a very good fit for Brienne.
I am also slowly building some fantasy-medieval armies that Im paint as aSoIaF soldiers.
So far I have built some "Lannisters" using the Perry WotR range, some billmen, archers, crossbowmen and heavy horsemen. These represent a quite rich, advanced army very well.
Next I am going to use Fireforge models to make some Riverlands troops and a few units of Cleganes household troops.
I have thought about using Conquest Games Normans for some norsemen, but I am not so sure about it.
I have thought of actually using the Dark Sword model for Gregor Clegane, even though he will be twice as tall as any other man. That kind of exaggeration is ok in wargaming, i think.
You have pointed out a few GW LotR minis, but they are quite small compared to the Perry plastics. Still, a few of them might work. Grima Wormtongue would make a good maester or old lord.
If you want warriors from that range, try looking for the slightly larger models, for exemple this guy: http://www.games-workshop.com/gws/catalog/productDetail.jsp?catId=cat980010a&prodId=prod1500364a
Forlong the fat. He would be a good northern minor lord, and seems to fit in well with the Conquest Normans.
Ive seen some poeple use different viking models(Gripping Beast, Wargames Factory) to represent Iron Islanders, but I'm personally not so fond of the idea.