Some of the older sound equipped locomotives have sound that is not all that great. For example, the older Intermountain F units with the old QSI sound have really good motor control, the horn, bell, and peripheral sounds are all great, but the sound of the diesel engine is, well, not so great. There are others with the not-so-great sound, as well. I just used that as an example.
Pretty much anything that says "Soundtraxx" or Tsunami" would sound good, and run well. New stuff with Loksound also sounds and runs great. Some of the BLI diesel sounds aren't very good, but most of their steam is. Almost every diesel engine with the words "Quantum" on the box should be steered clear of.
For a beginner, possibly an MTH diesel would be a good starter engine. They are available with sound and limited DCC for less than $175 from several e-tailers. They run very well, are good pullers, and are pretty rugged. Detail is not as good, though.