As mentioned by others it really depends on the fish you choose, but it is usually recommended to not mix mbuna and peacocks. You can mix mbuna and haps, or haps and peacocks, but not (usually) mbuna and peacocks. The reason for this is that mbuna are usually much more aggressive (again not universal, but usually), and are much more active fish. The constant activity usually stresses out the peacocks, and the mbuna will also outcompete the peacocks for food and tank locations - due to aggressive nature and constant movement.
If you really want to mix mbuna and peacocks, then make sure to stay with the least aggressive species of mbuna. A great resource is <http://cichlid-forum.com/profiles/>. It provides lists of haps, peacocks, and peacocks (and other cichlids) and gives information about them. One of the most helpful pieces of information is the aggression level. It should be understood though that aggression level will differ from fish to fish.
Good luck, and I would suggest posting up a "final" stock list before actually moving forward. That way people can weigh in and give you their experience with mixing certain species.