Fred is right again!
I seem to be in the habit of agreeing with Fred. I don't have any experience with or knowledge about MTH.
I have two proto 2000 locomotives one with sound and DCC and the other plain DC. The USRA 0-6-0 has DCC and sound. it lives at the club, and has been the best running and sounding locomotive there. That said it has some issues with the valve gear parts of which unexpectedly turned out to be plastic. I have some repairs I need to make to it because I stupidly assumend valve gear pates would be metal. This was my error, and I will fix it, it is an excellent locomotive, and has details my brass locomotives don't have.
For my home layout I have a DC proto 2000 0-8-0, that serves as my Southern railway interchange locomotive for my Eastern Tn logging RR (documented very extensively in the logging and mining section. This locomotive looks and runs great. It runs as well as any rod locomotive I have ever seen, after my experience with the valve gear of my 0-6-0 I will be very careful with it's running gear, but it is an extraordinary locomotive.
I also have a Broadway paragon 2 Y-6b. some of the guys at the club have some earlier Broadway offerings, and I was not impressed. I felt the detailing was sub par for the cost, and that the sound wasn't great. also, a deal beaker for me, they had dummy couplers on the pilot. If I can't switch with the pilot of a steam locomotive, it had better be a 4-4-0 with a cow catcher: every other locomotive type is expected to work for a living from both ends. The Y6b has better detailing and awesome sound. My sample had a gear issue, but the support people have been fantastic. I took mine apart, and it is very well designed and at two pounds is a hoss.
As Fred said DCC/sound locomotives are puny when run on DC. Likewise Dc locomotives are puny when run on DCC. I'm beginning to think that everything else equal , you have a power loss on DCC. This is important to me as I like to fight monster grades. It is kind of like an automatic transmission in a car, is it really worth losing 15% of my power so I can eat a cheeseburger in stop and go traffic.
The more I learn about DCC at the club, the less I like it. the sound is great fun for a while, but at some point it turns into noise.
Lots of good advise so far, may I add figure out what kind of operation you like, so that the good locomotive you get fits well with what you want to do; as sugested, enlist as much help as possible, and remember, one really good locomotive will do more for you satisfaction with the hobby than six or seven poor running locomotives.