I have the protosound 2 version of that locomotive in B&O. Was my first O gauge articulated. Glad everything made it to you in good shape. You'll enjoy that hunk of iron.
When I got mine at first, I was running conventional. It seems the most limiting factor to low speed movement under transformer control isn't the locomotive, but the minimum voltage you get out of the transformer before it drops to zero volts (I have post war transformers)
And pull . . . . I have a number of operating cars. The RK Mountain I have will occasionally slip in a curve pulling them all. None of the other steamers I have can pull them all. This beast however, is a different story. 
Nice to hear your experience, I've bought little stuff through Trainz, but have my first big ticket items coming the weekend (a Legacy Lionmaster Challenger). So your post makes me feel good about getting the shipment.
Enjoy and have fun with it!
Oh, one thing you can try to help keep tires from slipping, and can even be used to create an "emergency traction tire", is Bullfrog Snot. It can permanently replace traction tires in smaller gauges, but wears out too quickly on O gauge to be a permanent solution. But it will get you through until the new tires come. I was one of the original testers when I was working in N scale. Very good stuff.
Older traction tires can get stiff, and when they do they get too slippery. BF snot will help them stick. I'm experimenting with a Mikado Jr. this year. Both sides will get a *very* thin layer of snot as I'm going to test it as a non slip surface for the tires. On one side I'll put the tire on while its wet, on the other side, I'll let it dry and then put the tire on. Then I'll run it for a while first. Next hook up enough cars to make the drivers slip and see what happens.
