RWL,
I believe only two TVS sizes have been discussed on this forum.
1) 1.5KE33Ca. These were the first ones recommended and were for use with command control trains. They are good if your transformers don't produce more than 18VAC, like Lionel's 18VAC bricks (PH135 and PH180).
2) 1.5KE36Ca. The 1.5KE33Ca specs proved inadequate for transformers that can output more than 18VAC, an especially those that use DC for whistle/horn and bell activation for conventional engines. Because the 1.5KE36Ca also works with 18VAC bricks, it has become the recommended size here on the forum.
I have not seen any reference to the TVS size 1.5KE39CA on this forum. I assume they would work but may clamp too high to protect the electronics. Hopefully one of our experts will chime in with an answer.