This question from a fellow trainboard.com member prompted me to share my thoughts on a variety of steam loco models from a number of manufacturers.
If you go with Bachmann, generally stick with the DCC pre-installed versions. Older models are mixed. I have a pre-DCC 2-8-0 from Bachmann that runs great and a pre-DCC Bachmann 0-6-0 that is awful.
Athearn's 2-6-0 model is a nice runner but also a pre-DCC model. I find these to be excellent models at a great price point. I am not very familiar with their newer, large steam engines, but word on the track is they are pretty good. These models are the same as the MDC 2-6-0. Athearn acquired the tooling from Roundhouse.
Atlas makes a 4-4-0 that is also not-DCC though it can be modified. These require really clean track but they have awesome detail and a huge cuteness factor. Atlas also makes a Shay - which is kind of a special purpose model (great for logging or mining layouts). Once upon a time, they imported steam engines from various European manufacturers (Rivarossi etc.) and you will find these on eBay. They were good for their time, but cannot hold up to a modern day Kato.
The newer die-cast Model Power engines are pretty good. I have had good experiences for the most part with their 2-6-0's and
4-6-2 DCC-friendly models. The newer ones are factory-DCC and even better. These are made by Ajin in Korea I believe. As I understand it, the 4-4-0 shares a similar mechanism and is pretty good as well.
The pre-DCC Kato Mikados run very nicely but are a DCC no-go for the most part. The newer Kato Steam ( GS-4 and FEF ) models are excellent but there is a limited selection of road names for the models they chose.
Kato also makes Japanese and European prototype steam.
InterMountain makes a beautiful cab-forward model . One of my good friends reports that it is a bit of an awkward runner, but I strongly suspect the new release coming out from InterMountain will be improved.
I do not have experience with the Broadway Limited models. They are beautifully detailed but I don't know how well they run.
Con-Cor originally produced some nice steam engines that were made by Kato. These are great runners. I have a Hudson that I love. Like the Kato 2-8-2, DCC is not a serious option. They moved this model to China for production and the Chinese models are also pretty good but they are NOT DCC models. They also make a GS-4 (also originally made by Kato) for which the latest Chinese releases that take (HURRAY!) a socket decoder. These are also solid runners.
Fox Valley makes a 4-4-2 that is a winner in terms of detail and running as well as being a DCC socket upgradeable model (HURRAY!). The only downside is they are only made for one road name - Milwaukee.
You also have older Arnold models for U.S. prototypes which, like older Atlas/European models, are somewhat dated and won't do DCC but they will run and they can pull.
Lastly, you have some beautiful models of European steam made by Minitrix/Marklin and Fleischmann. These are excellent runners and all take DCC socket decoders.
I am sure I missed some, and I intentionally left out Brass.
Currently, we have over 500 steam models detailed in the N Scale database: Steam Loco List.