Miniatures are great, but more often I use dice, like D4s. Or I simply draw everything out. Ends up looking like a football play, but it works well.
I rely on my friends' mini collections if and when I use them.
To me, using minis also has negative aspects, so that's why I don't really have them. Not to mention it's hard for me to find minis I like.
I've got a buddy that's got original Shadowrun minis. Thought that was kinda cool.
As far as legos go, I bet they would work pretty damn good. When I was younger me and my friend made a lego rpg system to allow us to battle with our legos. lol.