I have not visited that many, so my experience is limited to the Pennsylvania Museum, the B&O museum in Baltimore that I barely remember, Steamtown, The colorado Museum in Golden, NC museum at Spencer, the Illinois Museum at Union and one in Indiana. Also I have visited Orbisonia on the EBT many times and Cumbres and Toltec once. Neither of these are called museums but have a lot of great old equipment.
Mainly because of personal Interest, I like the following as first choices, Pennsylvania Mus in Strasburg and the EBT at Orbisonia,
The others are all good too, some have the equipment more visible or accessible than others. I have had a good time on visits to Spencer and a great time visiting the Cumbres & Toltec wandering around their yard and riding.