Well, the OP said SET so I would vote for the Lionel 0-8-0 sets. For conventional engines any of the K-Line scale engines would be my suggestion. K-Line made their scale Hudson, Mikado, 0-4-0, 0-6-0 in conventional. Their semi scale engines, hudson, mikado, pacific, also run very well. I am referring to one that had a TMCC counterpart. Avoid the K-Line starter set engines. Cheaply made and don't run that well.
Pete