You said that you have downloaded my Burghead levels. If you've played them, you'll have seen quite a few models being used - although most of them are used for static decorations rather than enemies.
Cutman did a small zombie invasion level (that's a small level, not small zombies
) where the zombies were done with models and there is an example WAD kicking around somewhere of the Quake2 gunner fully implemented as a model enemy in GZdoom. Quake 2 models are pretty easy to use in GZdoom.
If you are making your own, as Nash said, go for the MD3 rather than the MD2 format if you can. The two main problems I had with MD2s is that a) the vertexes can move when you save the file making accurate placement of points and sharp edges almost impossible and b) if the model is animated, moving one area of the model may cause other areas to move slightly when you save the file. eg I had a stationary machine with a rotating wheel on the side as the wheel rotated the supposedly solid cube that was the rest of the machine wiggled and warped in time with it.