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My first proto2 was a rail king 0-8-0 Rdg that got me away from my 11 (at the time) TMCC engines and my next 30 plus engines were all proto2 until the Acela came along. I really like the DCS "ALL" commands which permits me to start multiple consists on the same loop with the one command.  I now have been purchasing more Legacy engines than proto2 because of the lack of Proto 2 steamer availability.

Congrats... that was my first MTH set a few years back as well.  It's been a favorite part of our Christmas decor the past three years now.  The kids love it... especially when it starts playing clips from the movie, including the song!

MTH smoke works well... as does JT Mega Steam (lots of good Holiday related scents!).  

The intro remote system is great too, especially if you're just running one engine on a single block, and want easy access to the basic PS2 feature (i.e. great for kids).  Provides remote access to startup / shutdown, speed, direction, bell (Chrismas bells), whistle, uncoupling, sound effects (songs), volume, etc.   I think you can get it at a good price on the secondary market ('bay, or even here on the buy sell board)... they come in some of the new starter sets & many don't want / need them.

Enjoy!