Many space marine armies run thunder hammers in some form or other -- the most common being on terminators armed with said hammers and storm shields, but also on character models and occasionally on squad sergeants or others.
Given how common they can be, it is worth considering a minor conversion to make them stand out from the proverbial crowd.
In this conversion, I've attempted to do exactly this by replacing one of the heads of a terminator thunder hammer. Firstly, I've cut carefully around the front hammer head to remove it from the body of the hammer. Once filed down, I drilled through the centre of it to provide a pin that goes from the handle through to the new head. In this case, I've chosen one of the gargoyle pieces from the chaos space marine tank sprue to be the head. In between the gargoyle and the filed down edge of the hammer, I've inserted a very old plastic shield centre from the warhammer range (which can be seen in my old bits box rummage image). This extra "spacer" ensures that the gargoyle head looks somewhat tapered to the main shaft of the hammer, rather than simply gluing the gargoyle directly on to the shaft.
The overall effect is one that implies something of a unique thunder hammer (perhaps even master crafted) and reminiscent of some of the analogous hammers available to the Space Wolves and other chapters / legions.