Except for the officers, the Steel Legion coats fall somewhere in length between the Cadians and the greatcoats which have been turned ou by Wargames Factory, Secret Weapon et. al. For my model I plan to start with the Cadian plastics and extend the coat with green stuff to about knee length. For the officers, I would go with the great coat legs from the Cadian command squad kit.
The original steel legion torsos don't have flak armor, but for expediency, I'm using the cadian torso; I'm not so much interested in capturing the look completely as much as getting 'close enough' to fool the eye.
The next challenge is the distinctive Armageddon pattern las-carbine. You get one of these on every one of the IG tank accessory sprues, but that would get expensive in a hurry, so I trimmed the stock off of a Cadian lasgun arm and added a wire stock made from buss wire that I got at Radio Shack and glued it to the lasgun.
To top the model off, I added a Pig Iron Militia covered helmet, Putting it all together, I think I've captured the feel of the Steel Legion