I have also converted a Khorne Lord. Originally, I just wanted to convert the Kharn model to make him look better (I thought that he needed a much bigger axe) but have decided to use him as a lord instead. I included 3 skulls on the back of the base to act as wound counters (they are just on pins so can be pulled out and inserted at will) as I am always forgetting how many wounds my characters have lost. Here are some pics (my apologies for the quality):
