Some of these locos have "drop in" decoder options - for example, both TCS and Digitrax makes a drop-in lightboard replacement for the Kato NW2. The TCS board has 3 functions, with a pad for the third function for an extra LED light (e.g., a strobe). Similarly, the most recent versions of the Atlas GP9 and SD9 can use drop-in boards from TCS and Digitrax. Older versions of these locos can use the TCS CN-GP decoder that comes in two pieces to fit the older front/rear light board spaces - you have to do a bit of wiring, including to the motor, but they come with LED lights on each end and usually are easier to install than a pure hard-wired decoder. TCS also makes a drop-in for the MT1500, but it may not be suitable for what you want (keep reading).
The drop-in boards generally have good LED lighting. The one thing you will need to look for if you want additional lights (e.g., a strobe and/or Gyralight in addition to the "regular" front and rear lights) is extra function outputs. Two-function boards support a front and rear headlight only; if you are going to add one extra light (e.g., a strobe or gyralight), you will need three functions; if you are going to add TWO extra lights, then you would need four functions. The TCS board that fits the Atlas hood locos like the SD9 is a four-function board with pads for extra lighting circuits. The TCS CN-GP two-piece is 3 functions. As I noted above, the TCS decoder that fits the NW2 also has an extra function for a third LED light. However, the TCS board that fits the MT1500 is only a two-function board - no extra functions for lights on this one. I quit using Digitrax mobile decoders years ago, so I'm not as familiar with their offerings as I am with TCS.
However, for the very best in motor control, my view is that using a small hard-wired decoder from either Zimo, Lenz or ESU would be preferable. Of the options available, the Zimo MX621 is probably your best bet, since it also supports 4 functions (it has two pads for hardwiring the extra functions). I can personally attest to Zimo's "legendary" status for motor control. I order mine from Streamlined Backshops in Indiana, but they are available from several DCC retailers. The MX621 is very small - 12mm long, by 8.5mm, by 2.2mm thick. It should fit in virtually anything you have, though you might need to either do a bit of frame milling or mount it in the cab of the smallest switchers. The MX621 obviously does not have on-board lighting, but if you're going to add a strobe or gyralight, you'll need to add your own LEDs anyway (and don't forget the current-limiting resistors); you'll just need to do this for your front and rear headlights, as well.
Sound is certainly doable in the GP9 and SD9. Go to the "Best of the Railwire" section and look for my thread on sound installations. I've done both the GP9 and SD9, using an ESU LokSound decoder and either an 8mm x 12mm or 9mm x 16mm speaker.
John C.