Forge world has a variety of different uses. It makes some altetnative looking items that would be at home in your codex, as is. They also make alternate versions of units with their own rules and points costs. Consensus is that many of these units have a higher power-to-cost ratio than codex units, so be careful. In friendly games, make sure your opponent is okay with it. Some tourneys have rules that either allow or prevent those units. My experience is that, for fun games, as long as you don't abuse it, FW units are fine.
The third category of FW units are the ones that really just have a place in Apocolypse. Super heavy class, etc.
My suggestion is to get started with using FW parts to convert and customize your codex units. They'll look unique and let you make the army "yours." Then, discuss with your play group/game club how they feel about other units.