It's your railroad and you can do whatever appeals to you. I've done mix-and-match with various prewar and postwar trains that were acquired as miscellaneous items, not as complete sets. Mainly I just want the general proportions to look good together. In some cases I've kitbashed or swapped tenders around to use with prewar steam locos.
It's not difficult to make adapter couplers so you can haul different cars without modifying them. Or you can just swap or modify tenders to accommodate different couplers.