I use the books as primary source material on the look of the armies - so yes you can just use historical figures.
Generally I use FireForge for the North (Starks and Bannermen). I used some of the current Bretonians from GW for the Night's Watch.
Riverlands (Tully, Frey, Aryan): Perry brothers Hunderd Year War figures.
South: (Lannisters, Terrells, Baratheon): Perry Brothers War of the Roses and Games Workshop parts and bits.
Dorne: various middle eastern and spanish lines mostly Old Glory
Iron Born: mix of plastic Viking figures with armored arms and heads from HYW lines
Wildlings: mix of stuff out of scrape box and plastic Dark Age Saxons with giants from Descent game and mammoth's from musuem gift shops
Dothraki: mix of plastic Fireforge Mongols with stuff from scrape box
Unsullied: still stumped - looking for helms with spikes
Others: Hero Click elves repainted for Others and various zombies/skeletons parts mixed up for Wights.
Children of the Forest: still stumped
Characters created from closest historical figures and I could conjure up. Melsandra old GW Bret female wizard. Catylen Stark is Margaret Anjon from Perry Brother line. Tywin Lanninster is an Empire Knight (bald with chops). Tryonne Lannister old 25mm figure - and so forthDire Wolves from Primordial.
New Lines of plastic figures make conversion easy.
TomT