I've been at this since N scale first got started, Kato and Atlas are definately #1, and Life Like has come a long way, I own a ton of their locos, all except the GP-38 are good. Bachman are not to bad in the diesel end, but the locos are not scale, too large on a lot of em. However if you're after steam locos, their spectrum 2-8-0, a smaller version of this engine, are really nice, I own four and they all run really well. They also have a 4-6-0 that comes with a decoder installed for dcc that runs really well. IF you don't want DCC, a quick solder job can set it up for DC and leave the decoder in the tender. Model power has come out with some steamers that run well, first and foremost is their Mogul, a 2-6-0 that is a jewel. They also make a 4-4-0 American that is a good runner, and a 2-8-2 and a 2-6-4 that also runs quite well. Life like makes a 2-8-8-2 steam engine that is a sweet running loco, I also own one of these.
If you're shopping ebay, Atlas made some GP-30's long ago that are cheap and run not well at all, they now make a new GP-30 that costs a lot more and is a great runner. If you're looking at a particular loco, you might want to run it by the group because here there a lot of folks with experience that can save you money and headaches.