they get expensive. they are just about always above $200. depending on which sound equipped locomotive you have, you can use a special decices to use all sounds. lighting will be constant, but you won't be able to control it like Tom said. I had a Lionel Challenger before I had DCC, and if you like a sound equipped locomotive, its probably ok to go for it, as long as you are sure its what you want. I'd wait until you have a track plan and an idea of what you want to run before investing in anything too horribly expensive.
Unfortuneately, upgrading locomotives to sound can be very difficult and expensive. In reality, the reason sound locomotives cost so much is because the actual electronics are amazingly expensive. they more often than not are 5/8s of the price.
in reality, you'll be paying more to buy the locomotive, then buy a sound decoder to install in it. It would probably be better and easier to just save up your spending money and buy a sound locomotive ready to go.
In the realm of good running locomotives, Any recent Athearn and Bachmann locomotives, atlas locomotives ( silver series), and Proto 2000 are good.
If you really want to save, you can get an Athearn Blue Box locomotive. They are fairly tough and are good runners, but are very cheap. the detail isn't the greatest out of the box, but you can easily purchase better part for it and switch them around. the shell also has spots with little indents so that you can add details like hand rails and grabirons. you just need to buy them from any detail company, then get a pinvise with #80 drill bit. you shouldn't have any problem makeing the locomotive up to par with the more expensive ones.
