why? I haven't ever seen a miniature games general here... plus, there's a ton of board games that use miniatures, so I think /bgg/ is a good place to ask
Aside from WH40K, AoS, and WHFB.
X-wing/Armada for spess dogfights/capital ship battles. Widely acclaimed (fans will gobble up anything with a star wars sticker on it, but they're both solid games). Prepainted miniatures. Not cheap.
Warmachine/Warmahordes. Steampunk/fantasy battles. Scalable. Great miniatures. Good system. Cheaper than GW stuff. There's usually a general up in Veeky Forums.
Dust Tactics. Dieselpunk WWII battles. Vehicles and walking tanks! Minis are pretty cool. Dunno much else about it.
Necromunda/Mordheim. Out of print, gotta scavenge for minis, alternately, scratchbuild. Gang warfare. Campaign mode, customizable characters. Good fun, has some mechanical flaws.
Blood Bowl. I love this game, waiting for the new edition.
Memoir '44. Hex based boardgame. Haven't played it but heard much praise for it. Plastic miniatures are just OK, small and not very detailed. TONS of expansions. Asmodee sucks.
Battletech. Mech combat. A goddamned classic, miniature design is showing its age. There's a battletech general up.
Infinity. Sci-fi skirmishes. I dig the theme and the minis look nice. Dunno much more. I've seen a general up here as well.
Some I just know by name: Confrontation, Malifaux, Warpath, Tides of Iron, Warmaster, Crimson Skies Attack Wing and some star trek thingie.