I'm plugging Bruce Petrarca at Litchfield Station.
http://www.litchfieldstation.com/
There's some info on installations and such.
I've also dealt with Tony's.
Regarding sound decoders, don't forget Loksound. Their claim to fame is downloadable sounds when connected to your PC via their adaptor and using their software. I know of one guy who's mixing his own horn sounds and uploading them into one of his locos....
The sound occurs as a part of what your throttle cab does. Things like engine noises are linked to speed. Horns and whistles are user-initiated, as is coupler clank and dynamic brake noises. Some are automatic, like maybe brake squeal or boiler blowdown, or safety valves going off, or air compressor cycling on and off.
Some decoders come with speakers, some you have to buy them separate. Which one fits best is a matter of opinion; in some instances, having a specific speaker that comes with is good (for certain locos). In others, like my dummy "F" units, I'd rather buy my own speakers since I'm of the mind to try and put 3-4 speakers inside the shell for that 'huge' sound!
Kennedy