Roundhouse has both a 4-4-0 and 2-6-0 (the latter is not here just yet, but you can order it online) that fit the time period with just a little work. Both have DCC and sound. I'm guessing the Old Timer 2-8-0 will be revived.
HO models of older 4-4-0s are notorious poor pullers, unless traction tires are fitted. If fitted with traction tires, electrical pickup becomes an issue. Likely the best pulling 4-4-0 is the Mantua General (metal, not plastic Tyco version). The General can be fitted with a Cary conversion boiler (available from Bowser) which is also die cast metal, and gives the General an 1890s appearance (but cylinders are not quite right for the update). In reality, a prototype 19th century 4-4-0 would struggle to haul more than 4-5 cars up a 4% grade.
The Bachmann Spectrum 4-4-0 is a new model of a prototype built in 1906, however the same design was in the builder's catalog in the 1890s. Get the early version with wood cab. No sound but does have DCC.
The Tyco 1890s 4-6-0 and 4-8-0 have oversize cabs and tenders, but can easily be modified to look better.
The Bachmann Spectrum 4-6-0 can be backdated to the 1890s by carefully removing the valve gear and removing/replacing more modern appliances like generators, air pumps, and headlights.
Model Power imported an Old Timer 2-8-0 in the 1990s from a Brazilian maker. I have one, it's beautiful to look at with nice detailing. I've never run mine yet, but the mechanism which is an all tender drive is reputed to be horrid. It must be replaced with an all tender drive because too much of the drivers, rods, etc are plastic instead of metal. So I'm looking at something similar to the NWSL mechanisms for Shay or Climax locos.
my thoughts, your choices