Thanks, Meaty, Skels, and Milosh.
Skels, yeah, the helmet is really being a pain for me. I've spent some more time on it.... it might be a little better, but I'm still not happy. I think I'm going to have to put that part on hold, do more of the figure and revisit it later. Maybe I'll have better luck then!
Milosh, I was looking at the gladiator but ended up going with the Alexandria set (3 Romans and an Egyptian woman). The box art for the woman has her in the semi sheer dress so I'm going to give it a try. Since it's a bit intimidating I'll probably do the Romans first and save her for last.