Sometimes, TS fails to start, and I find that it is already running. Use CTL-ALT-Del to bring up the Task Manager, go to the processes tab, and look for Trainz, Launcher, or Jet.
If any of these are running, end the processes, then try starting Trainz again.
As for registry cleanup tools, I was using PCTools Registry Mechanic and UniBlue Registry Booster 2 before I found RegCure, which I now prefer. None of these is freeware, but not expensive.
I also agree with updating your video drivers, but you may also want to make sure you have the latest version of OpenGL. Don't try to run TS2009 on DirectX. It works on my system, but a lot of players have found that it will crash.
OpenGL's performance is superior for TS anyhow.
Another thing you may want to look at is what is running on your system when you are trying to run TS.
There may be apps or utilities that will cause any game to crash.
My system has been very stable running TS2009_SP2. A lot better than TS2006 ever was.
Hope this helps
FW