I run a lot of "big" steam on my layout. Nearly every train has an Athearn Big Boy on the head-end, and non-Big Boy powered freights have a 3700 Class Athearn Challenger on the rear.
My son runs Kato GS-4's on address "0", and parks them on the programming track flicked to "off" when he's running other sound-equipped diesel trains.
Skipgear is right on about the Kato GS-4's...they are tempermental and need to be handled delicately. However, if you can do that, they run magnificently!
My Athearn Big Boys and Challengers pull great, run extremely smoothly and sound terrific too. My layout is modular and a good portion of it goes to three shows a year, and some engines pull 36 car trains for hours at a time with perfect reliability, including my Big Boys and Challengers.
I do prefer to run Big Boys and Challengers that have Tsunamis inside as their sound is top-notch and they run so much better than the MRC decoder equipped models.
I haven't had an MRC decoder burn up yet, and Tsunamis will replace them all in the very new future. Also on order are several more Athearn Big Boys and Challengers as they are due sometime in December/January. All will be equipped with Soundtraxx Tsunami decoders.
The rest of my steam power is brass, and after tuning, they run flawlessly too, but I won't comment about them since they're all out of production, hard to get and expensive.
Cheers!
Bob Gilmore