Wolf Guard were always a weird part of the Space Wolves codex. It was a strange cross between fluff and game terms, except that GW decided to nuts with fluff. Because upgrading models to Veteran Sergeants like everyone else was too easy. Because saying that the dudes in Terminator Armour were the best of the best and that's why they got to wear the cool kids clothes just wasn't enough. Because the 40K universe needed Captain-level Space Marines that could pick up a Plasma Cannon and yell out to the universe, "YES WE CAN!" (and yes, even in 5th edition, a Wolf Guard Battle Leader can take a Plasma Cannon :S)
These are my Wolf Guard. They're marked by black on the right shoulderpad, and yellow on the left. Some of them are in power armour, which more or less guaranteed that they would lead my suicidal Scouts squad, or they led a Blood Claws squad.
I bitz-ed this Wolf Guard Pack Leader because I was short a model one game. For his weapon, I used a Dwarf great weapon, with the head switched off for ... oh jeez what did I switch it off for? It was another WFB Dwarf weapon I think. In any case, I think it turned out alright, but I never finished basing the poor bastard.
The Wolf Guard Terminators are pretty much entirely stock Terminator models - I had these painted up and put in the display cases when the boxed set first came out. In game terms, Wolf Guard Terminators are nothing to write home about - they're more expensive than their vanilla brothers, and can't deepstrike. So I never used them, unfortunately. Enjoy.