Well I'm not sure that there is any way to look at pictures of more than one asset at a time but what I would normally do is, just drop an asset onto a spare space on my route or even create a new baseboard with the intention of deleting it afterwards.
I mean this way, I can keep looking through assets and any that I think should be short listed so to speak, I drop onto this baseboard and then move on down the list looking for another. Let's say I'm looking for a paticular type of building...old looking and with flicker free polygons etc...I'll drop anything I find onto the baseboard, take a quick pan around it and then look for another without deleting the previous. Then once I have gone through most of what I can find and have a good selection already on the baseboard, I will then take a closer look at those and maybe drag one into a better position and even add some more detail to it....trees/a footpath etc. If it doesn't look like what I want, I will use the undo button until it's all gone and then grab another building and so on.
If I then decide on one...I will use the grab tool on it to refresh the asset's name and either remember the name or in some cases my list remembers the last viewed asset or just drag it to my favourites. Then quit out of surveyor without saving and then re-enter with my route back as it was before I started. Then of course select the freshly found asset and begin placement.
Hope some of this jumble of words helps to give you some idea's.
Mart.
EDIT:-
PS....I always have autosave turned off...this stops surveyor autosaving my work while I'm in the middle of this kind of thing. Not that it matters though cause I'm sure that autosave is written to a file called 'autosave' rather than the actual route name. But I never like autosave on in any program I use as it's up to me to have the brains to save when I know I should. Just thought I'd add that.
PPS...I use trainz 2010 sp2.
Mart