I've tried multiple brands, and most require a litt'e "surgery" to fit, and it's highly dependent on the exact car configuration. FWIW, the RailKing painted figures are among the more expensive figures, the Golden Gate Little People are around half the price per passenger. The Lionel 21" passenger car figures are in the middle between the RailKing and the GG Little People in price.
I tend to use the cheap Chinese figures where they're not as visible and reserve the more expensive figures for the places where they'll be more visible.