Like Prince Albert, my ECW armies are mostly Old Glory and Pendraken 10mm figures, with a few AIM (Minifigs), Lancer and Newline Design. My observations also mostly match his.
The Pendraken figures are at the smaller end of size, while AIM are the biggest. Old Glory and Pendraken are close enough in size for me (albeit for thick bases see below), while the Lancer and Newline Design figures are bigger than Pendraken or-just a bit-Old Glory.
The Old Glory Pike and and much of that range's musketeers are based as five figure ranks on somewhat thick bases which affects the total height of those figures, while some of the Pendraken musketeers are also, individually, based on somewhat thick bases. To my eye, but perhaps not yours, the thick bases on the Old Glory strip figures and some of the Pendraken infantry are not noticeable once the figures are painted and based-I use 30mm x 30mm bases with three strips of the Old Glory pikemen in three ranks, or about eight Pendraken musketeers in two ranks per base-2 musketeer and 1 pike base per unit-and the combination of Pendraken and Old Glory figures in a foot unit looks good to me. I use the Old Glory pikemen-despite not being a fan of the strips-because they come without cast metal pikes and with a dimpled spot in the figures' hands to drill out for steel or brass pikes.
Anyway, for me the AIM infantry (I don't have any AIM cavalry) are too big to use normally with the other figures-YMMV-but I use some anyway to get more variety in my highlander units.
As I say, the Pendraken and Old Glory infantry, for me at least, work well in the same units and I've mixed them together on shot or dismounted dragoon bases-for these I use the individually based Old Glory skirmishing figures with some Pendraken infantry.
The Old Glory cavalry (also individually based) and most of the Pendraken cavalry work together well enough to be included in the same units albeit my Pendraken cavalry are the older sculpts; Pendraken's ECW cavalry have been resculpted (and look nicer) and as I don't have any of the new ones I don't know if they have changed any in size.
Both the Lancer cavalry and Infantry are a bit bigger than the Pendraken figures-for me it's not so much the figure height, but rather the body proportions and so I don't plan to use those I have.
The Newline ECW infantry (I don't have any Newline cavalry) are also a bit bigger than the Pendraken infantry. To my eye putting the two figures side-by-side looks like men standing next to 13-14-year-old boys-too bad really, as the Newline figures are nicely sculpted and cast.
One final point regarding Lancer cavalry-the poses are pretty static and the swords are very thin (probably done to make them more realistically proportioned) and I broke more than a few swords by merely touching them with a paintbrush to paint them.