It's been a while since someone has posted this, but there are a couple of guys who actually do custom marching bands. Here's the guy I used to do the Wisconsin Marching Band and a pic of WI, Ohio St, and Michigan. I was pleased but they are a bit spendy. They are bigger and heavier than standard EF figures, but they add a nice touch!
http://www2.cyg.net/~bandman/