Shiny wheels and rods: you can use ne-lube to darken the shiny wheels and metal. It makes a big impression on how the loco looks, lubes it nicely but doesn't interfere with function or electrical conductivity, and its bengn all the way around.
You can google images of big boys and steam locos to find lots of photos of steamers that were weathered (whose loco, in the real workd, wasn't).
Part of the problem in deciding what to model as to weathering is that"the look" varied a lot depending on the quality of water, coal,track envoronment, and run the locos made. You can find pictures of steamers that have heaqvy tendrils of whiteish crud steaming down the sides of their boilers- a sign of really dirty, hard water. Others much less so, etc. Others have a lot of dust down low, etc. It all depends . . . and point: did you ever see a photo of a real locomotive cab interior that was prsitine and picture perfect? Weathering in there contributes to the look, too.
Personally, I like a weathered paint, well-cared for otherwise look, just a slight amount of dust, no hard-water corrosion, and the barest trace of rust anywhere. It admit, though, that I have gone overboard on a couple of low end locos (WBB Baldwin ten-wheelers) jsut to have fun. And I have not been able to bring myself to weather any of my Vision or high-end Legacy scale locos yet - not sure I could live with myself if I made a msitake.