Penance would be an interesting character, but I would think tricky in this whole scheme. Gambit is always fun, but I think Angel... well Archangel too would be awesome. The only thing is, in our continuity, no one has heard of Apocalypse. For all intents and purposes, this is the first time anyone has heard of him. So he never fought X-Factor. Now maybe you could change the background a little. Like say things happened the way they did for Angel up to a point. Like he wanted to kill himself cause he didn't have his wings anymore, and that's when Apocalypse took him. Changed him to Archangel. I do believe all of the hoursemen are accounted for, though. but apocalypse did have that second group, riders of the storm i think. They were the baddies in my all time favorite single issue of a comic book. When X-Factor was on the blue area of the moon. So anywho.. apocalypse could alter archangel, he'd have all the same background as angel and all, but he wouldn't be unleashed on the world till now. Maybe he's like a special operative for apocalypse. Nemesis Enforcer comes to mind (G.I. Joe reference there). Just a thought.
I need to get a life. all of that came out way to easy from my head.