Not sure what scale your looking at but there are several options you may consider, I went the 15mm/18mm route and bought my self a set of the Battlesystem rules off ebay, that were printed for Ad&d, and I like them alot, but there are other rules sets out there besides WH and KOW. ( battlesystem is great for both historical or fantasy gaming, but its a miniature wargame, not really D&D for mass battles and doesn't really blend with D&D even though many people wanted it two, but is is great for making armies using anything historical or the Monster manuals (at least the older editions 1st or 2nd ed d&D)).
Not sure if you have a gaming group, or even access to lots of gamers. If you have access to lots of people playing KOW or WH, or what ever rules then you may want to go down that route. I live in a small town and I will have to supply both armies likely if I play with anyone other then my kids (who are really interested).
If you have other interested parties, or can find such people, then definately got with what you will be able to find players for, but if you see yourself in the situation where you will be supplying everything. Id look at other options such as 15mm (lots of historical miniatures available) as well as great companies as Ral Partha's Demonworld, Splintered Light, Battle Valor, as well as others for fantasy. For 28mm there are lots of historical miniatures ( take a look at Perry Miniatures ect and tons of other companies as other have mentioned. Plastics and metals. There are also likely to be lots of options in 20mm /1:72 scale that are quite affordable also. If you want mass battles, really consider the smaller scales.
I havent personally played WH or KOW but if I were to choose one of the two, I would be buying miniatures with KOW in mind as those rulesets dont try to restrict you to playing with proprietary miniatures at exorberant prices. Id also look at other rule sets also.
And by the way, some other miniature manufactures make some nice knight besides Bretonians by WH.