If you know which end is which on a soldering iron, and a willingness to learn, then converting your RTR and blue box locos is easy.
What I do:
1) buy a TCS T1 2 function decoder and harness ($20)
2) buy a roll of kapton tape (electrical will do, but kapton is better)
3) remove shell, remove motor connector clip (the band of metal that carries the current from the trucks to the motor, remove light (completely--just break the whole arm off the frame)
4) isolate the motor by removing the motor from the frame (the newer Athearns have screw motor mounts--carefully remove the drive shafts first), solder a lead (I use the grey wire) from the above harness to the the bottom brass piece on the motor, then put a piece of kapton tape over the entire brass piece of the motor (to electrically isolate it from the frame), and reinstall the motor and motor mounts to the frame, reinstall drive shafts
5) solder the orange wire to the top brass piece on the motor--you now have connected your motor (positive and negative leads) to the harness
6) solder the red wire from the harness to the right side of your rear truck (the metal part underneath the plastic sideframe--they pop off). If you're good, you can solder the wire between the gearbox on the truck and the metal, otherwise on the outside if you can't get in there. You may have to sand down or scrape off some of the black paint to get the solder to stick. Do the same thing now with the black wire to the left side of the rear truck. You now have track power pickups installed
7) solder a piece of wire (4 inches long or so) from the top of the truck (where the motor clip was that you removed) to the top of the other truck
8) install the T1 decoder into the harness
9) keep the other wires (yellow, blue, white, purple) if you decide later you want to add lights (I recommend LEDs) and sound (by just using a regular TSU1000 decoder), replace the shell (keeping the wires away from the moving parts of the motor and drive assembly), program, and you're done. If it didn't work, you didn't get a good solder connection.
I can do one (though I'm not that good) in under an hour, as I take my time. If you run these in consist, then you won't need the lights or sound. I can't do the LEDs yet myself, so I can't help you there, but they're not hard to do if you understand electronics.
The GP38-2 and GP40-2 can't take a standard light board (like they use with their DCC ready RTR locos) because the weight for the shell is where the dynamic brakes are/would be, and the board would sit too high. A nice little oval speaker will fit behind there, in the shell, where the radiator fans are, and your sound decoder (if you choose so) will fit in the cab area. There's a lot more room in the GPs that Athearn makes since they really haven't added a lot of weight to them like the SDs.