When in Stygia, do as the Stygians
Being very familiar with the Conan setting, Conan RPG, and 4th ED, I would never use 4E for the Conan world.
If I had to, I would modify it the following way.
Only Human races available. (Use the choices from Conan RPG.)
No magic items.
All martial classes allowed.
Barbarian allowed.
Cleric allowed. (Priests of Mitra, Set, etc.)
Warlock allowed. (See every evil warlock or wizard.)
Primal classes Shaman, Druid, Warder, could all be role-played into the setting.
Divine classes Invoker, Avenger, even paladin could be role-played into the setting.
Arcane classes wizard, bard, sorceror could all be role-played into the setting.
Swordmage would be difficult to insert but could be done by a skilled GM with knowledge of the setting.
Throw your Monster Manual away. Only use the rare monster and only on the evil cult deepest lair or raising of a long forgotten god. Build your stable of NPCs to attack the PCs with.
Must need many more rituals. There is no 4E equivalent to the magic in Conan RPG. It is the dark, sinister, and mysterious stuff that everyone clamours for. Sacrificing a hundred slaves before attempting to summon a dark creature from the nether planes isn't quite covered in 4E.
Use the weapon damage raitings from Conan RPG. Use the massive damage option for instant death. Conan settings need to be highly dangerous. PCs should learn to run when they have the chance. Even Conan knows that some dangers are best left beneath the Stygian Sands.
Mass combat, use the Legends of the Five Rings 1st Edition mass combat system. Allows for heroic combats that your PCs have a major role in.
The real battle with using 4E is the power system. It does not lend itself to Conan very well. The classes listed above, will challenge the GM to allow only powers that are appropriate for the setting. This may require adjustment to standard powers to create something more setting friendly.
The combat maneuvers that are in Conan RPG are a thing of beauty. In a sense they would be replaced by 4E powers.
Use what is right for your group and your game. Conan games should be dark, mysterious, ancient ruins, evil lurking everywhere. No real good just different shades of grey and black.
No real wealth. Wealth is found in your allies not coin, goods, or magic. You can walk out of the desert naked and be just as powerful as when you walked in.
Evil priests and sorcerors lurk in the shadows hatching plots with hordes of fanatic followers ready to die for the cause.
Rogues line the streets looking to take everything you have even your life. Warriors look prove they are tougher than your PC.
Everything you have will be gone in the morning except if you're lucky, you're life.
