I can see the general consensus is take lances and I totally agree ( same with GWs on GG). As for your modeling dilemma, I normally build half my models with X weapon choice and the other half with Y. This way I can field them either way by ranking up the weapon choice I choose in front. And it adds variation to the unit as a whole. As a matter of fact, if I started doing this when I first started playing. I'd never run into proxying problems at all. (Although I don't really play tournaments, so people are much more laid back and less nit-picky about what I field.)