Alright bro I got you. I'm somewhat of a steam connoisseur...
K&L Trainz has some great payware steamers. Jointed Rail has 2 nice payware steamers and a freeware GS-4. The backshops has an ATSF Northern and a crap ton of freelance engines. Trainz Forge has Union Pacific Challengers and FEF-2s and 3s, along with the Union Pacific City series passenger cars. Also on that site is some other steam engines which are sorta old timey and rather uninteresting to me. There is some GREAT stuff on the DLS, you just have to know how to find it. Search trainboi1's name and you'll find some stuff. Of course, can't forget Ben Neal's website, sub par productions.
K&L will have you covered for the most part. Prices are affordable, the stuff is great and high quality, and there is a ton of stuff to choose from with new engines every month or two, most recently the J3a Dreyfus Hudson. I bought it and love it. Plus you can use the assets from the K&L engines and put them on other locomotives to sort of kit bash and improve other engines of lower quality that you already have, because the dependencies in K&L steamers are just excellent. Remember though, personal use only! Don't go sending that stuff out or you will get in a lot of hot water!