I differentiate between “indie” (or “small press”) games and “slick” games. I like both styles of gaming, and try to go for what feels right for the game in question. With indie games, a homebrew mentality is to be expected. It’s practical, easy-going and open-ended. With slick games, I must admit I see a certain charm in the, well, slickness of only using the proprietary miniature ranges, or third-party miniatures which are very obviously meant to slot into the game in question (a phenomenon that so far has been contained to the GW-sphere). In these cases it’s not about dogma, but simply about maintaining aesthetic unity (given that said games usually have a unique aesthetic that I’d rather not dilute), and not having to muck about with homebrew modifications for such high-concept rules systems because proxy miniatures break WYSIWYG.
Obviously this only applies to non-historical gaming. The only situation where I’d limit myself to proprietary miniatures in a historical wargame is when it’s rendered a moot point by the absence of alternatives in the same scale and sculpting style. Non-historical games open up a dimension of mutually exclusive aesthetics, which isn’t really an issue with historicals, aside from general differences in sculpting style.
It’s worth appreciating that there are some companies which aren’t really indie but nevertheless promote an indie-oriented attitude in regard to sourcing figures for their games. Osprey does this a lot. So does Warlord Games, at least as far as their fantasy game, Warlords of Erehwon.