Everyone needs a little Grey. These guys are just plain fun. The little Grey Aliens by Alternative Armies 15mm.co.uk probably have the most character. Both Rebel Miniatures and Ground Zero Games Greys are more...well Grey looking with a less wacky weaponry.
Alternative Armies 15mm.co.uk Grey Aliens
Alternative Armies Greys Painted by Agis Neugebauer - www.agisn.de
By far the best painted 15mm Greys I have seen to date.
Ground Zero Games - Greys SG15-X02
Rebel Miniatures - Alien Greys (Armed)