OK, coming from an almost 100% MTH guy here goes:
If you don't want to stick with one brand and yet run command control...3rd Rail, Atlas, Weaver, and Lionel all use Lionels TMCC (old technology) or Legacy (new technology) command systems. 3rd Rail, Atlas, and Weaver use TMCC in their locos, Lionel hasn't offered Legacy to anybody yet. You can also upgrade older non-command engines with Electric railroads line of kits that work with TMCC.
Another brand is Williams, or now Williams By Bachmann (WBB). As of now they're all conventional engines, but they've started coming out with engines with 16-bit polyphonic sound system (lets you hear more than one sound at a time).
You can run all of the brands with the MTH DCS command system, but you'll have to either run them in conventional mode or buy DCS AND the Lionel TMCC or Legacy Command Base to run non-MTH engines in command mode.
I don't think TMCC or Legacy allows the use of MTH engines in command mode (not sure about conventional mode), because MTH has not licensed DCS to anyone.
I've got engines from MTH, Atlas, 3rd Rail, and WBB and like them all. The only one I haven't had to do anything to, to turn it into a Seaboard Air Line unit, is the 3rd Rail E7. They recently made one in SAL colors and it's spot on, but it does have TMCC in it and at present I can run it in conventional only.
Pick an era, pick diesel or steam, pick 2-rail or 3-rail, pick a certain railroad, and go from there.
Do A LOT of research and asking on the forum here before you buy.
Next hurdles will be which control system and which track system to use.