Good comparison, the SD40-2 looks very big doesn't it? 
I never liked American railroads, I was planning to build a european track until I saw the program "Super Trains" at discovery, it went about the Canadian railroads and they showed some shots of the famous spiral tunnels, and the locomotives looked very very cool, I fell in love with American railroads
(they don't make canadian Z-scale locomotives
)
I didn't had a track (still don't, well I got a big plan and tons of rails
) but I dreamed about having one, and when I found out that AZL makes American Z-scale locomotives I jumped into Z scale, I think I made the right choice. I really liked them when I saw them in the pictures on the web, they look so small, so precise, the tinier the better imo 
When I had that SD45 in my hands for the first time, wow, it feels so massive and solid, there isn't anything like it, and it runs sooo smooth, it's a jewel, and very very hard to resist
N scale is very good too, not as expensive as Z, and there is much available for it, if you got the space then you chose N, I like long realistic trains but I don't got much space, so Z was the best decision.

I never liked American railroads, I was planning to build a european track until I saw the program "Super Trains" at discovery, it went about the Canadian railroads and they showed some shots of the famous spiral tunnels, and the locomotives looked very very cool, I fell in love with American railroads


I didn't had a track (still don't, well I got a big plan and tons of rails


When I had that SD45 in my hands for the first time, wow, it feels so massive and solid, there isn't anything like it, and it runs sooo smooth, it's a jewel, and very very hard to resist

N scale is very good too, not as expensive as Z, and there is much available for it, if you got the space then you chose N, I like long realistic trains but I don't got much space, so Z was the best decision.