I have Conan appearing in a couple of my adventures. In both, he is King of Aquilonia, sometime after the novel Conan the Avenger (Return of Conan).
In "Caverns of the Lost", the PCs meet Conan as he is travelling in disguise across Aquilonia (eyepatch and all). He joins them to explore a buried Acheronian city. There they fight undead soldiers and a revived sorceror, father of Xalthotun.
As a reward for their help, Conan sends one of them to Zelata for nature magic training, one becomes a soldier in his Black Dragons and another (a noble) has his familes damaged honor restored.
In "Cold Death", a cousin of Conans comes to Tarantia bearing grave news. Strange arctic weather, Nordhounds and Vanir are attacking Conans clan and he is honor bound to help. With the PCs, he travels to Cimmeria and the Eiglophian mountains. There in a fortress made of ice, they battle the Shaman of the Snows and his Ice Servants.
Its good to play Conan as an NPC but you have to hold him back a bit and give the PCs plenty of spotlight time.