My Rohirrim figures are a mix of historical plastics, and figures originally from the Games Workshop LOTR skirmish game ("Middle Earth Strategy Battle Game").  The GW/MESBG figures are great.  A wide variety of historical ranges in plastics will mix well with them in 28mm scale.  Dark Ages cavalry and infantry figures in mail and in clothing work well. Carolingian Knights, for example; anything pre-Norman.  Norman Knights in mail are fine if outfitted with round shields (which appear multiple times in Tolkien's descriptions of the Rohirrim) rather than kite shields.