I've been wanting to do this for sometime. I've been deciding on what scale to use and have finally decided that I probably had enough 15mm models on hand to begin this project without having to spend money on other scales.
So I began an inventory of all my lead pile, which is about half of what it used to be, and discovered that I do indeed have plenty of models in 15mm to fit out several armies. So I want to start with the Army of the North under Robb Stark followed up of course with a Lannister Western Army.
EDIT: 11/2/2014 15mm project cancelled.