Praetorian Guard
"A dull, decent people, cherishing and fortifying their dullness behind a quarter of a million bayonets."
- – George Orwell, Burmese Days
The Originals
[The] Praetorian Guard were an elite unit in the Roman Republic that served as bodyguards for high ranking officials and senators, and later exclusively for the Emperor when Rome has gone fully imperial. They were also infamous for scheming against their many lieges, and often were the kingmakers in various succession crises, until Constantine the Great got tired of their shit and killed them all when he (briefly) re-united the Roman Empire. Centuries later the Eastern Roman Empire would hire the Vikings and Slavs of the Varangian Guard to act in the same capacity with the same problems HERESY, THEY WERE BETTER IN EVERY WAY AND NEVER EVEN BETRAYED THEIR EMPEROR. If you see or hear an elite bodyguard unit mentioned, chances are either it will be named after the Praetorian Guard or if not the term will be thrown around anyway. TVTropes even acknowledges it as the generic term for super elite bodyguard units.
40K
The Praetorian Guard are Victorian era African theatre British soldiers in SPEHSS. They wear the classic redcoats with matching pith helmets, so they look rather classy and fucking manly as hell. They hail from the hive world of Praetoria PRETORIA, where the largest exports are disciplined regiments of dashingly handsome badasses and moustache wax. It’s no Catachan but Praetoria is a reasonably shit place to live, unless of course you are part of the nobility. If you weren’t fortunate enough to be born with a silver spoon tickling your tonsils, you are no doubt being shit on by the nobility in your tiny domicile, scratching a living among sewer gangs or you’re being pressed in to a redcoat so thick with starch it’s practically carapace. They are what the Mordian Iron Guard would be if Mordians drank tea and were channeling colonial era brits instead of industrial era germans. Apparently at some point in time the Praetorian's history, the handsome devils decided to do some fucking manly shit for the Empruh, so they went to an uninhabited world filled to the brim with Orks with nothing but their bolt action flashlights and a handful of Tallarn guardsmen to back them up. While this bravado makes even the Mordian Iron Guard look like delicate flowers by comparison, needless to say the Praetorians lost a few major battles, the most notably the last battle titled The Massacre at Big Toof River, underestimating the numbers of the enemy and being wiped out to a man. Inspired no doubt by the inglorious spanking the British Army suffered from the Zulu at the Battle of Isandlwana, blended with their desperate last stand victory at the Battle for Rourke’s Drift, though the order of battle reads almost as a literal copy/paste of the Wikipedia article for the Battle of the Little Bighorn (up to and including the cocking unit movements) just with some of the proper nouns swapped for 40k. Sadly, the Praetorians weren’t quite so lucky as the Brits at Rourke's drift, but instead more like Custer at Little Big Horn, so ultimately ended up in Ork bellies instead of being rewarded with tea, medals and a hit motion picture starring Stanley Baker and MOI COCAINE. Good luck finding original models for them these days outside of Only War though. No doubt in today’s climate Geedubs is more than happy to forget these blatant symbols of European colonialism (and the whole “is it or is it not racist that we compared native Africans to Orks” bizniss) despite their rampant, unabashed sideburny awesomeness. The fact that 40k is so anti-imperial it hurts notwithstanding (including the Imperium itself having little direct authority over member worlds...except at gunpoint). Some people think a satire is what you put on a sawheel. Oh well, at least there’s a fairly playable Praetorian mod for DoW Soulstorm.
Alternative Modeling Options
Aunt Vicky (Victoria Lamb) makes some awesome lookalike Praetorians (as well as Savlar Chem Dogs, Mordian Iron Guard, Drookian Fen Guard and, of course, the Spanish Inquisition). Check her webstore here.
Alternatively you could just buy a box of 38 "Zulu War British Infantry" from Perry Miniatures for around $30, with matching Rough Riders. Perry Miniatures is notable in that they 've actually done subcontracting for GW designed the Praetorians in the first place as headswaps of their older Mordian figures.
Another option is Anvil Industry. Despite costing slightly more than GW Cadians they’re high quality, completely modular and even make Maxim guns. They also have gas mask piths so you could make a Praetorian siege regiment and play them as DKoK (Or as Scions).
If cost isn't as much an issue, and you want to stick to mostly GW bits, then just using 3rd party headswaps, and using cadian legs/torsos, and Skitarii Ranger rifles can also work quite well
An even cheaper option is Warlord Games British infantry from their Black Powder Zulu War range and sticking Cadian lasrifles arms onto them. They fit rather well.
Anthems of Praetorian Regiments
The Guard of Praetoria - Anthem of the 44th Praetorian (Sung to the tune of The British Grenadiers)
"Some talk of Ollanius Pius"
"Some of Ciaphas Cain."
"Of Marbo and Macharius"
"And other greats the same."
"But of all the greatest heroes"
"There’s none more great by far"
"With a tow, row, row, row, row, row,"
"Than the Guard of Praetoria!"
"Whene’er we are commanded to form our firing lines"
"Our leaders stand before us, fearless of xenos swine."
"To them and their commanders, they crumble and scatter"
"When they march into the firing line of the Guard of Praetoria!"
"And when campaign is over, we to our home repair"
"Our friends and loved ones gather and raise each voice in cheer"
"'Hurrah for the Praetorian Guard! Let the Emperor's foes beware"
"Those gallant knights who will win the fights; they're the Guard of Praetoria!'"
"Then let us fill a bumper, and drink a health of those"
"Who tote lasguns and armor, and wear the loupèd clothes."
"May they and their commanders die for the Emperor."
"With a tow, row, row, row, row, row, for the Guard of Praetoria!"