I tend to be very selective and careful about my small stable of engines in that I wait until I know exactly what the engine was used for, where it was used, and then who makes the best model of it. I read looking for feedback by users, and I also rely to an extent on Model Railroader magazine for an assessment.
I have a single Trix Mikado 2-8-2 which is a nice, if light, engine. I have a much heavier and rugged, and nicely detailed Lionel Challenger 4-6-6-4...a real workhorse (Lionel backed out of HO after about a year five or six years ago). I have one PCM, a Y6b 2-8-8-2, a marvelous engine. I have a tiny Proto 2000 0-6-0 USRA switcher, a gem of an engine for many reasons, detailing and running characteristics chief among them....but it's a light wee beastie and can't pull much.
All the rest, five of them, are from Broadway Limited Imports. I think that if you can find them for a decent price, say 30-40% of MSRP, you will have done yourself a favour. They are nicely detailed across the board, well weighted and weight-distributed, well motored, well decodered and the sound systems are great. They sometimes need some tuning to run well if the track is perfect and they aren't, but they just as often point out defects in my track. I have sent two back, one a decoder failure and the other for a broken wiper tine on a tender truck that I broke when cleaning it. The cost for each repair was $7.00 for return shipping. Not too shabby.