Well, I have a Converted Hellion Lord, but at the moment I don't have a spare Skyboard, so his on foot pretending to be a Succubus/Archite. He has simple Warrior legs with a Hellion torso. I used two spare hair pieces to make the bald head from the Warrior box look unique. He is holding onto a Glaive, but I have changed the pointy blade pieces. The one facing down I exchanged for the Power Sword blade and the elevated one has been swapped for a blade fro the talos kit. On his back I fixed the tropy rack that Sybarites/Solarite/Sergeanty charecters have.
On his belt he has a skull dangling on a chain from the Black Templars upgrade set, and on his left had side I gave him an augmetic Splinter Pistol arm.
Essentially, just look at what spare parts you have and experiment. If you find something that looks cool with something from another kit, like most DEldar things do, then don't be affraid go with it. I have an entire squad assembled from the Wych and the Warrior kits, and it is currently my favorite unit.
An eccentric paint job also helps them stand out.
Good luck with your converting.