15mm Scale
This is a popular wargaming scale. It may sound too tiny to paint, but they are actually quite nice. I ordered my first 15mm army in Nov, 2007. I ordered an Essex brand Dacian army to play DBA. Many of the companies listed in my 25-28mm section below carry 15mm ranges.

20mm Scale (1/72 or HO)
1/72 or HO scale models are almost always plastic. This scale has seen alot of new prodution in recent years. For the hobbyist on a budget, this is the way to go! The Plastic Soldier Review is the absolute BEST resource for comparing 1/72 soldiers put out by the different manufacturers.

My favorites:
HAT
HAT has an extensive line of plastic 20mm toy soldiers. They have an extensive ancient range. In addition to their own line of figures they produce old miniatures from other older companies (Airfix) using original molds. The HAT website has tons of images of their products, both unpainted and painted. They have charts so you can see how their future sets are coming along, with have frequent updates on the process.

Italeri
An Italian model company. They do a great line of ancient historical figures, with excellent box art. In addition to their own line of figures they produce miniatures from other older companies (ESCI) using the original molds.

Zvezda
This is a great Russian plastic model company. Unfortunately, they do not have a very great website. Ancient ranges: Greeks, Persian, Carthaginians, Celts, Romans, etc. Go to the Michigan Toy Soldier Company for photos.