Assembling your forces.
So, let's take a look at how armies are built in Saga and Hail Caesar.
HQ
In Saga, you always need a Warlord. He's the leader of your forces and provides your troops with a lot of benefits.
In Hail Caesar, you always need a leader of some kind to give orders to your troops.
Once the bases arrive, you'll get one larger base (40mm rather than 25mm) for your commander. You can put extra figures on it if you want, or just have one guy by himself, the choice is up to you.
In Saga, your men come in units of 4, 8 or 12 depending on how good/bad they are. For Hail Caesar, we're shooting for units of 16 men each with small 8 man units of skirmishers. It shouldn't take too much effort to build an effective force for both games with a little planning.
Heavy Infantry
Using only the Saxon or Viking box, it is possible to assemble some decent fighting men to build the core of your army around.

In Saga, Hearthguard are your best troops and come in units of 4 men. They are solid fighters and reliable on the tabletop. Vikings have the option of fielding 4 (and ONLY 4) berserkers. It's up to you how you model them. Saxons (Anglo-Danes actually) have the option of fielding their Hearthguard with Dane Axes.
In Hail Caesar, both the Saxon and Viking forces have options for Heavy Infantry. Each army can also have 1 Unit of Hearthguard with similar Berserker/Dane Axe options. The rest of their Heavy Infantry form the hard fighting units in their respective forces.
It doesn't really matter how you equip them as all the melee weapons except Dane Axes are the same in both games. Personally, I think massed ranks of spearmen look better for HC, while the more individualistic nature of Saga suits axes and swords well.
Light Infantry
Using only the Dark Age Warriors box, it is possible to assemble some terrible troops that will run at the first sign of trouble, but unfortunately they carry all of the ranged weapons.

In Saga your Levy troops come in units of 12. They are the only way (in the forces we are using) to include missile weapons in your force. The sprue comes with slings and javelins. In the Saga Viking and Saxon lists, you can use Levy with slings, bows and crossbows, but not Javelins. In game terms they are ALL the same, except Javelins which have their own special rules.
In Hail Caesar, the majority of your light infantry will instead have Javelins. Units with slings are the less common option. Bows, Crossbows, Slings and Javelins have slightly different rules.
So, I would suggest that you assemble 8 guys with Slings and 16 Guys with Javelins or vice versa (since there are only 16 Javelins in the box anyway). When playing Saga, bulk out the Slings with Javelin armed models or vice versa. I think we are all mature enough to be able to cope with that. The Dark Age sprue has 5 models, 2 with left arms held away from their body and 3 with their left arm tucked in. It is quite hard to get the shields attached to the three guys with the arms tucked in, so use those bodies for the sling/javelin troops in preference. You
can give them shields, but you don't need to. The Viking players have shields with Javelins in the rear of the shield that they can use for these guys.
But that leaves 16 bodies unaccounted for....
Medium Infantry
After assembling all your heavy infantry, if you look at your Saxon/Viking sprue you will see you have 16 spare heads. Coincidence? Or providence? By giving the spare heads to the spare Light Infantry bodies, along with a melee weapon, a shield and some of the spare bits from the Heavy sprues such as scabbards and knives, you can make some pretty decent Medium Infantry.

In Saga, Warriors are your standard troops and come in units of 8. Now, there is nothing wrong with you using Heavy Infantry models for this role if you want, so long as you have some way to differentiate them from your Hearthguard.
In Hail Caesar, both armies come with an option to take units of Medium Infantry, men who weren't full time soldiers, but knew how to use the business end of a sword when needed. They aren't as tough as Heavy Infantry and lack the ranged attacks of Light Infantry, so why take them? Because according to the HC army lists, you have to!
But don't fret, you can mix them in with your units of Heavy Infantry, hiding the weaker troops behind their better equipped allies. Take your 16 guys and split them into two, putting 8 each in the back rank of the movement trays and 8 Heavy infantry in the front. Simple.
So there you have it, a multi-game task force of hairy unwashed Pagans/hairy unwashed Christians. All you need to do now is assemble and paint 84 little dudes.
Prim's recommended Hail Caesar force.
1 Warlord
1 Unit of 16 Heavy Infantry
1 Small Unit of 8 Heavy Infantry
2 Mixed Units of 8 Heavy and 8 Medium Infantry
1 Unit of 16 Light Infantry with Javelins
1 Small Unit of 8 Light Infantry with Slings
Please note, this is all just my recommendation, not a definitive ruling on how to put your army together. If you want to do it differently, go ahead, though you will need some of each type of infantry.
For those interested in conversions, Warlord Games' Celts are a good match for Gripping Beast's heads. It's possible to switch out some of the hands on the Celts, stick a new head on top and give them a suitable shield and end up with some variety in the poses you have available. Celt heads also fit onto Dark Age bodies, so if anyone would like to mix up the range of heads available, let me know. I have a load of spare Celt heads and I can probably pass along a couple of bodies if people want them.
Painted Minis in 2014: 510, in 2015: 300, in 2016 :369, in 2019: 417, in 2020: 450