Oh all things, we don't actually have an action figure from the Sith species!
A Massassi Warrior, Sek'nos Rath, or Naga Sadow?
In Dawn of the Jedi, before the Sith species are ever formally discovered, the pyramid ships lure members of the Sith species like Sek'nos Rath's ancestors to Tython where the Jee'Dai Order would be founded.
Sek'nos is a young, brash, and immature male who loves to impress the ladies.
The Sith are Force-Sensitive, but no formal government of any species (save for maybe the Rakaata) can find or reach them. There is no hyperspace travel in this era.
Now Dark Lord Naga Sadow is half-human, half-Sith. He is a descendant of mostly pure blood from exiled human Dark Jedi. He'd make a cool figure and presumably after Freedon human fallen Jedi disciple was destroyed by his pupil, I refer to the spirit of Freedon Nadd), Naga Sadow's ghost itsef might have completed Exar Kun's training.
However, Exar used Sith alchemy on his soldiers to create super-Massassi warriors who look awesome. As Lord Kun's slaves, they built the temples on Yavin IV (later used as the Rebel Base and Luke's Jedi Academy).
I think the Massassi would make the best figure - and be an army-builder at that.
But it's hard to imagine that we have a Star Wars collection, much about the Jedi vs. the Sith, but no true Sith species character figure.