I don't have one personally, but a friend of mine has the Bachmann shay with a Soundtraxx decoder. I'm not sure if you're familiar with sound decoders or Soundtraxx in particular, so I don't know exactly what feedback you're looking for. It definitely sounds great, good sound quality and quantity. The chuffing isn't physically synchonized to the wheel movement, but is adjustable. I think you can use cam synchronization if you feel like it. It was easy for me to fiddle with the settings. Soundtraxx has sound samples at
http://www.soundtraxx.com/dcc/sound.html ; I'm not sure if that particular one is there, though.
In my humble opinion, it is worth the price.