Dennis, there is a lot of good advice/opinions above. Here's my two cents...
IMO, there is still no RS3 offering currently available that gives you EVERYTHING...e.g. accurate/prototypical size & body details, added-on (rather than molded-in) metal detail parts, command control, quality sound, smoke, coil couplers, etc.
That being said, if a moderate level of prototype details and/or pulling power are important to you, I would eliminate the Lionel version from your consideration list. It is by far the most "toy-like" of all the manufacturers' offerings.
The MTH RailKing offering is a pretty good compromise. Although most of the details (grab irons, coupler cut levers, m.u./brake hoses, fan grills, etc.) are molded in, the die-cast frame, fuel tank, pilots and truck side frames make it quite heavy and a strong puller for its size. The sound quality is very good, and as Keith and Mark mentioned above, MTH has finally added a smoke unit on its most recent releases. An overall very good value!
I also own an AtlasO Trainman RS3 from several years ago. Also a nice compromise! It has a bit more add-on detail (separate wire grab irons & see-through fan grill with fan blade, for example) than the MTH version. Finding them may be a challenge, however, as they haven't been produced for quite a long time.
The good news, as Eric (SD40-2) mentioned above, is that Atlas has had a "new and improved" version in the works for several years, and plans to re-release it later this year. Supposedly it will have several new and/or upgraded features, including improved sound and a never-before-offered smoke unit. I have a CNJ version on pre-order and am looking forward to seeing it...it's been a long wait!
I admittedly do not have any experience with the Weaver or Williams BB offerings.
While we're all still waiting for a "fully-loaded" scale-sized, prototypical RS3 to be offered in O-scale by one of the manufacturers, as prrjim stated above, additional details can be added after the fact to any of the current offerings to dress them up a bit. Following are a few photos of an AtlasO Trainman D&H RS3 and an MTH RailKing CNJ RSD4 that I "dressed up" (and weathered) with all kinds of added-on detail parts...
