I've got an Atlas Erie-Built A-B-A (powered-powered-dummy). Both powered units have sound and smoke. The unpowered A unit, however, does not have sound, smoke, or headlight.
However, these units were made in 2004, and many improvements have been made since then. I like sound on every unit. Smoke is not a deal-breaker for me, but the sound is something I pay close attention to, even revving the engine sounds up or down manually. None of my dummy units have sound or smoke (MTH E8B, FTB [two], or Atlas dummy GP7). The slave MTH E8A and FTA, intended as the trailing cab unit of the consist, have smoke and lights, but no sound.