I cannot comment on the steam sets, but I purchased the Canadian Pacific F3 A-A PWC set back when it came out in the late 90's and have loved it for years. Runs and sounds great. I eventually picked up the rest of the add-ons to build an impressive train. The only issue I had was with a light bulb melting the plastic seat filler in the observation car. I suspect this may be a common issue for all the passenger sets. If you are planning on running it under TMCC at 18V and above, then you may want to consider re-wiring the passenger car lamps in series to keep the heat down.
I got to tell you though, with the add on cars and in full ABBA configuration it's an impressive sight and a crowd pleaser.