Familiarize yourself with 3D printing. There's a lot of things that you can buy from shapeways to convert this and that, but they've started to price themselves out of the realm of reasonable for a lot of things. A lot of it is not all that complex to draw and print yourself if you have the ability to pick it up and learn it (then print yourself parts for pennies).
Dont be afraid to just buy things in 2 rail. If you're using flat top rail (Atlas, Ross, Scaletrax, etc...), then the 2 rail wheels should stay on the rails.
MTH scale wheel locos are the easiest to deal with, obviously because the rollers and stuff are in the box.
Atlas Diesels are set up similarly, where the axles drop out one at a time and you can replace them. I suspect the issue is that you can't get 3 rail axles and you might need a "parts loco" to source them.
Atlas 2 rail diesels that have the bronze pickup wiper setup (not the pin plungers) are easy to convert to 3 rail, because you unscrew the wiper and its insulator (you need to open the loco and do this from the top of the truck), and you can screw in a roller with its insulator. Doing this would also require you to install your own electronics.
The other thing you can do is make a "2.5 Rail" locomotive. Find an Atlas loco in both 2 and 3 rail (the 2 rail one is the one that must be decoration you want), and swap the trucks and electronics over into the 2 rail shell. I did this with a trainman dash 8. It took a little fiddling to get it right (the truck mounts need to be inverted to get the ride height right), but it can be done if you can find engines for the right price. And thats the issue these days... Atlas 2 rail diesels have gotten rather expensive and hard to come by, making the swap potentially costly. There was a period in time where you could call Bill S at atlas and he would sell you the parts you needed to make a fixed pilot loco, but its been so long since any of those master line locomotives have been made that a lot of the parts are out of stock these days. I doubt you could get the spacers and handrails you would need to do it.
Dont forget about older stuff. Weaver horizontal drive GP38s have fixed pilots and extended handrails from the get go. They also lend themselves to detail part upgrades and customization.