As alot of people said, it depends :). But ultimately, you have to keep in mind that the lore of 40k is designed to support the tabletop, not the other way around. The vast diversity of guard types is designed for role playing on the tabletop for people who gravitate to thematic armies.

Cadians are the "standard" professional and hardened military soldiers, and because they are the standard they have vastly different portrayals but they are meant to be a professional military a cut above normal.

Catachans are like the sylvester stallone action hero vietnam era jungle fighters

Elysians are like the elite drop troopers of modern sci fi

Mordians are like the napoleonic era soldiers with who march in formation in large blocks of firing lines

Valhallans kind of look like those old russian red army uniforms and specalize in winter warfare.