A Santa Fe F3 AB with 2500 series passenger cars. I blame Angela Trotta Thomas's illustrations in "The Mighty Santa Fe" book I had when I was little for putting that set in my mind. Also, my first "real" train set was an HO Santa Fe F3 freight set I got at age 3, so as soon as I switched to O-gauge I had my sights set on the same engine. I knew I'd never get it for Christmas, but always had a little hope in the back of my mind. My parents tried their best with other trains and O-27 size passenger cars, but I think I knew it just wasn't in their price range. Finally in high school I saved up and got a postwar F3 AB (the one single motor version) with the baggage, Silver Cloud pullman, Silver Range vista dome, and a PRR observation off ebay. All filthy, but turned out to be in decent shape. Have since sold the PRR observation and got a Silver Dawn observation. Still on the lookout for a Silver Bluff pullman to complete the set.
I still remember being very impatient awaiting for the package to arrive and the pure joy I had opening the box when it finally did.