I really like the concept Monte Williams laid out with his Winchester LBC: A 19th century adventurer/explorer.
I was thinking similar to the character Allan Quartermain, but with notably less noble intentions. Drinking, carousing with native women and a healthy streak of self-interest will be involved.
All that said, it's really just a couple of accessories, a head (that Prof. X cast with the 'stache) and a dream. I know what I want to do for the legs (Roc Destro thighs with Retaliation Storm Shadow lowers (yeah, right, I know), but other than that it's up in the air what will happen.