MTH advertises some of their Railking diesels as Railking Scale. They have the same internal components as the Premier i.e.: Proto 1,2, 3. The difference being ( as others have already said earlier in this thread ) that the Premier model has more separately applied detail parts.
As far as freight cars go agree that the bobber cabooses are identical in size. I own two RailKing bobbers. Perhaps the Premier bobber has marker lights??
The Rail King reffers can pass as scale for some scale reffers are about the same size. The 40 ft. boxcars in Rail King, for my taste ( keep in mind that my taste and a buck seventy five will get you a tall coffee at Starbucks ), does not work next to Premier scale 40 ft. boxcars, however, can work next to Premier scale two bay hoppers.
Personally I run Premier scale two bay hoppers with Rail King four bay hoppers, when making up long coal trains, and it does not bother me. I just like the look of a long loaded coal train. which is usually pulled with my Rail King Y6b mallet and at other times pulled by my Rail King Scale B&O Geeps, Premier WM BL2, or a variety of Rail King Scale end cab switchers.
As tank cars go, mixing and matching Rail King with Premier works. I've seen prototypical photos of tank trains made up of cars of all sizes.
In the end, again as others have said, do what YOU like. After all its your railroad. Enjoy it to the max!!