If you can get access to the Internet you just have to google "Palmyran Army" for a range of references. These are a useful introduction:

http://www.madaxeman.com/FoGAM/tiki-index.php?page=Palmyran
http://www.fanaticus.org/DBA/armies/dba76.html
http://www.dbaol.com/armies/army_76_figure_1.html

(Note: the DBA army list is further developed in the latest 3.0 version)

There are several sets of cataphracts in 1/72 plastic, and the rest can fairly easily be converted from Persians, Parthians, Sassanids etc.

The Palmyrans would be mostly a Cataphract horse archer army. Similar to parthians. They would have more camel mounted and arab mercenaries, and possible roman style infantry.

I like the Queen Zenobia historical element, very romantic, and similar to Cleopatra. I think a rich ancient court scene set would be super cool. I'd also like a colorful command / camp set and some elite camel mounted troops.

Mostly for fun, not too serious sets really. But they did have some serious fights with the romans.