Tim, For Lydian Cav, look at 1st Corps Greek Heavy Cav.
The figures in the Corinthian Helmet, might be ok, they have the old bell cuirass, and stockings/trousers could be painted on as the legs are not thin. I am sure the lads at 1st Corps would help.(They both like COE, speaking to them at Leeds yesterday).
Thessalians... Drilled Wedges and reasonably good hoplites = potential fun. To be honest anything that isn't warband and has an armour save above a 6 sounds bloody awesome to me at the moment.
Anyway my list as it stands 1 general 1 sub (for flank attacks) 3 units of light cavalry (the core minimum) 2 as scouting skirmishers and one as open order. 3 units of 10 Nobles, Drilled wedges with all upgrades.
2 units of 30 Hoplites (4+save) 10X3 Some Peltasts.
I cant decide if i've gone a bit elite heavy and so reduced my options and army size but I think three Noble units would be ace especially with one flanking. Their drilled ability and good shoot profile could make them particularly useful, forming into a wedge as a free simple manoeuvre after declaring their charges.