Steam locomotives are the epitome of historical railways. Big, loud beasts that billow smoke and run from steam! It's no wonder why many modelers choose to run steam locomotives on their layouts.
Locomotives are generally classified by the number of wheels they have. A 2-6-2 has one axle in front, three drive axles and one axle in the rear. Tenders are not included in the count. The locomotive in the picture is a 4-8-0. Be forwarned that quality steam locomotives tend to be more expensive than their diesel counterparts. Expect to pay above $60 or more for a locomotive, with most models in the $100 range. Stay away from lesser quality models as they will provide nothing but trouble.
Most brass models are steam locomotives. Brass allows fine details, such as steam lines, to be shown perfectly clear. But brass models are extremely expensive, and they are usually only bought by the type of modeler who places no price on scale realism. The users who buy brass then go through a tedious process of painting the model.
Model diesel locomotives are an efficient balance of low cost and good operative qualities. Expect to pay about $25 to $40 for an entry level Athearn diesel locomotive. Diesel locomotives are generally classified by the number of axles they have; noted usually as either a 4 axle or 6 axle unit. Four-axle models require a minimum track radius, for HO track, of 18 inches. Six-axle models require 22" and number 6 turnouts. Look for models with all-wheel pick-up and all-wheel drive, and also models with flywheels. The flywheels provide momentum and smooth operation and let the locomotive glide over short sections of dirty track inconspicuously.