Hi Marcus, Lutzen is a really interesting battle to relight. The club I belong to demo'd it at Salute last year and there are details and pictures on my blog:
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For figures TAG has a very good selection, as already mentioned. It is also worth looking at the Horcata site which is a small one man outfit that does some very characterful TYW figures:
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I would also suggest looking at Warlord Games. Not only do they do plastics, which are great for conversions, but they also have some great metal packs, In particular I'm thinking of their musketeers with rests. It is worth noting that they have just come out with a new set of TYW command figures which go with the existing personalities. Very useful.
I have not yet painted many up, but 1898 Miniatures have recently started doing a TYW range. Aimed at being ‘ Spanish' troops I would suggest they would be equally suitable for any TYW army.
For books I would recommend the recent Helion focused on Wallenstein and his army (In the Service of the Emperor) and I have also heard good things about the uniform info in the Helion book on the Bavarian army of the TYW. The Osprey on Lutzen is definitely worth having if you've not got it already.
Someone has already mentioned red sashes for the Imperial officers, and I also notice that Peter Snayers seems to favour red socks for Imperial troops. This could be just some artistic convention, but I'm definitely doing this for my next Imperial foot unit :D .