DCC unit

I prefer Digitrax decoders for Athearn's. Most any hard wire decoder will work. I usually use DZ125's. They're small enough to fit virtually anywhere and can be installed in most of the smallest HO locos.
 
For older Athearns, go for the DH123AT. It's a simple replacement decoder that you don't even have to do any soldering on (unless you have one of the old Athearn DD40/DD35s). For newer ones with the 8-pin socket, any decoder with an 8-pin plug on it and that is small enough to fit into the shell without causing problems would work. Digitrax, NEC, TCS, etc. just so long as it has an 8-pin plug.