That's interesting. Are you suggesting troupe-like play kind of like Ars Magica? With a central character and supporting cast for each group? I never thought of that before. Maybe I'm off target though. Can you elaborate?
One of the tough things about getting Conan to sync up with an RPG is that all of the S&S heroic lit revolves around a strong central character. It is hard to run a group of heroic equals and still get that sword and sorcery vibe. In fact, when I allow for heroic (or Conan equivalent) characters I am constantly fighting to keep multiple egos and character motivations/goals/backgrounds etc focused in the same direction without railroading. My response, and it has worked fairly well, is to run non-heroic characters. It's a little more WFRP-ish, I guess. It allows PCs to explore and experience the Hyborian Age with a sense of wonder, but it also forces some cooperation for mutual protection. On the downside, you lose that sense of heroism. It is certainly not a perfect solution.
Not troupe play as it's known in Ars Magica.
The Vanir group is...
1. A warrior, he's the strongest of the group, also the shipbuilder, so it was his small coastal ship that they attempted to take onto the open sea, so he kind of became the captain by default. He has a very strong goal of seeing the world, gaining glory/fame/riches and killing a man/bedding a woman of every race of the South.
2. A Siedkona/Priestess of Atali - The others listen to her when she speaks as the Voice of Ymir/Atali, but she doesn't attempt to take control in war, tactics, or day to day operations, even though technically, from a strategic standpoint, she's in charge.
3. A Gothi/Shaman - He's not an Animist (at least not yet) but knows some Runes and does some Runecarving.
4. A Hunter/Scout - He has no interest in running things.
There is very little regimentation, but generally speaking, the Warrior leads, the rest advise based on their specialty. The Siedkona has only pulled strings once I think, and the rest got in line.
So I think it's just good roleplaying that has them actually take on their cultural roles.
Another group has...
1. Brythunian Scholar - This character is really the reason for another group. Rolling on Background Tables from Mythras, she got Secret Knowledge of her family, which since she was from Brythunia, could have been related to Ancient Acheron. So the secret is the legend of another Stygian God that is the sworn enemy of Set, like Ibis/Thoth. Sokar. This Scholar has the long-term goal of bringing the worship of this god back to the world and fighting Set. Her short-term goal is meeting with Kalanthes of Ibis, pretty much the opposite of the first group, who is currently enjoying running a pirate ship.
2. Cimmerian warrior - The nominal leader, this character's goal is getting coin via mercenary work.
3. Hyrkanian Rider - This character's current long-term goal is to head to Eastern Shem and acquire some horses from the Zuagir. If she takes two years of roaming, to get there, so be it.
4. A Nemedian Scholar - This character is interested in helping the other Scholar and finding out about magic.
5. Borderer Scout - This character is sleeping with the Hyrkanian for the moment, so pretty much has that goal.
This group may be headed for a split at some point, but so far no one has a diametically opposed goal.
Conan normally travels alone, not a problem.
Fafhrd and the Grey Mouser have their shared misery and lack of desire to live that gets them together, and later, their shared history, but, they do run cross purposes occasionally, mainly because of their patrons.
A group of 4-5 S&S heroes who all have their own strong goals that are different...not really tenable unless the characters can come to some kind of accomodation.