Do you want to model 2-rail or 3-rail? This would be my 1st question to answer.
Do you want to model scale trains or toy trains?
Do you want to run using a (1) command control system or (2) Conventional AC power?
How much room do you have, in other words...What's your minimum radius going to be? 2-rail track comes according to radius (72" radius is 72" radius), 3-rail comes according to diameter (072 is 36" radius)
You have a variety of manufacturers to choose from:
Lionel
MTH
Atlas
Weaver
3rd Rail/Sunset/Golden Gate Depot
Williams By Bachmann
(there's a few other makers of engines and rolling stock, but these are the big guys)
And can spend as little as $10 for a well used engine or $5000 plus for a brass scale model.
Take your time to decide, there's more than one way to go about this.