I saw a lot of used and old stock N scale steam lokeys at the Greenburg and Gats shows that we worked at this winter. Some at very good prices, like the Atlas ATSF o-8-o I snagged for $45 or the Bachman Nickel Plate Northern and N&W tender I found at 2 different shows for $35 altogether. I tested both before purchase, and they run fairly well the Bachman performed much as I expected, although its a bit too long for my Atlas turntable.
Another choice, distasteful to some, is the mail order houses, they will often have close out items at a fairly good price.
The bargains are definitely out there, but quite often they are buried in the miscellaneous (s)crap box under the table.
Allen