I'll agree with Otto completely about the water columns and oil spigots...needed badly.
Some of the parts I've needed lately that would be nice to have instead of making them, would be (1) brake cylinders for Athearn Big Boy trailing trucks, with the associated transfer mechanism on the front of the side, as well as (2) etched U.P. number shields for the pilot (for the Athearn Challenger smoke box door too) with proper numbers Precision Scale already makes the exact Pyle generator in lovely lost-wax brass for Big Boys, Challengers and GS's...and probably other steam engines too, but a (3) little lacy etched platform for them to sit on would be great!...
Speaking of Athearn Big Boys and Challengers, the (4) vent hatch on top of the cab would be really great in an etched part to place in an open condition. (5) Canvas cab curtains in an open condition with etched hanging rails might work for several different steam locomotives.
Something that I'm in the process of developing is a (6) smokebox bottom that consists of a piece glued to the underside of Big Boy and Challenger smokeboxes and another piece that sort of inserts into it that's mounted on the trailing truck to get rid of all that ugly open space between the top of the trailing truck and the underside of the locomotive chassis. The same sort of (7) deal could be made for the rear set of cylinders on both models, to imply that they're attached rather than moving about unprototypically as a concession to running on small radius trackage. Resin would work fine for these.
Another part that might sell for both of these engines would be a (
transition 40's and 50's era oil bunker top to take the place of the environmentally friendly, modern oil bunker top that comes with the 4019 and many of the Challengers.
Frankly, most people aren't gonna notice, but I have a high layout (52") and I take a lot of photos. Although the Athearn Big Boys and Challengers run great, they could use some enhancement for close-up and/or eye-level viewing.
For diesels, how about some (9) 3-D resin castings of what's behind-the-FARR-grills on Kato E-8's and 9's. They would require cutting the plastic grill off and creating a rectangular hole in the shell that would be filled with the bracing and vents of your casting...not too difficult a task...then etched SS Plano grills would be glued on after painting your castings. Could do it for F-7's too, but F-3's wouldn't be as cool since there is no proper chicken-wire etching out there.
Lastly, (10) dummy scale couplers, with various mounting protocols with the provision that they'd mate up to MT Z-scale couplers...cast in Zamac, white brass or dirty medium gray plastic.