I have really enjoyed my Santa Fe Northern: Great sound, great whistle, lots of steam, plus steam whistle.
Also have the Vision Line Hudson: Great engine, hard to find at anything less than MSRP, but worth it.
Blue Comet is also a great little engine, particularly now that Lionel is updating the whistle to be more "realistic."
By the way, the VL Hudson will run on 0-36, and the Northern will go around Atlas 0-45 (I had to "mask" some of the rails on one switch, but otherwise runs fine), Blue Comet does fine on 0-36 (except will not back around 0-36 switches). Of course, this is on my layout; opinions no doubt will vary.
I have a UP Mikado and a CP "Ten-Wheeler" (4-6-0) as well as a CP Shay; all run really well and sound great, but the top on my list is definitely the Santa Fe Northern (mine is the #3751). Rumor is that these will be in the 2012 Version 2 catalog coming out next week, so they may be still readily ordered/available.
Hope this helps, Sunrise.
Bruce
(I know, Rich Melvin, I will change my avatar to something more presentable, but I'm at work and will change it tomorrow.)