And now : To ACTUALLY answer the question!

You would need a Seuthe Smoke unit, and a sound chipset and speaker of your choice.
The DCC sound and speaker will be inside the tender.
Seuthe smoke units CAN be added to Bachmann products.
Be sure to have a track cleaning car somewhere in the consist.

Here are some videos showing the results you can expect.

Berkshire
http://www.youtube.com/watch?v=qktk4yWEU8g

N&W Class J
http://www.youtube.com/watch?v=V8DcBuW3GPg

4-8-4 Daylight
http://www.youtube.com/watch?v=gYABQg8Tatg

Here is a great link for any model RR,,greenhorn or oldtimer,,especially greenhorns,,,very informative videos well worthwhile, all lessons can be easily applied to N scale.
a step by step how to build a layout tutorial

http://www.greatesthobby.com/

If nothing else it will at least get your imagination going. There be after all,,more than one way to build a hill in MRR'ing!

What are YOU interested in?  
Big City scene?  Heavy industrail?  Portside,,from the container ship to train or vice versa?
Somehwhere along the way just passing thru?  A small RR T-town?   Rural eastern USA? Mountains? Hills? Plains? bit of a mix?  A forest?  Farmland? Orchards?  perhaps something like what you saw in the above videos?

One cool thing about the WGH track plan, as mentioned in the video,,is that it does NOT follow the countour of the table,but is still a loop for continous running,,and in N scale you can do Alot with even a 2.5 x 5 foot layout.

Try a track cleaning car in the consist when running smoke,,this will keep the track cleaning relatively worry free.
When the time comes to clean the pad,,if it is a Bachmann,, you can simply remove the pad and wash it in the dishwasher in the silverware basket, that is just one way to clean it, then re-attach the pad to the track cleaning car when done.

Also if it is a small layout,,an old t shirt and alcohol is all you really need for cleaning track, maybe pass a scotchbrite
over the track to loosen up the really caked on crud if any. A typical simple 4x8 layout for example,,10 - 15min cleaning time,,maybe a bit more depending on how complex.

As far as it making a mess,,you would have to literaly run that little loco 24-7-365 before you see any adverse impact.
Most of the smoke oil,,a very very very Thin, mineral oil,,evaporates. What does spit out can be simply wiped off  of the loco with a dry rag.
Might be true of the smoke locos of the 1970s or earlier, mess wise.

The smoke units are not very large,,5 drops max is the most i add when i do run smoke.
Add smoke fluid when the unit is cold.
Sometimes just blowing into it will clear things up.
If all else fails, replacements are about $5
http://estore.bachmanntrains.com/index.php?main_page=product_info&cPath=66_68_91&products_id=1706

i have had New cars where sometimes the coupler higher or lower than the rest of the cars.
For whatever reason, sometimes the coupler pockets are just a bit too high or a bit too low.
These can help:

Kadee Overset and Underset.

http://www.kadee.com/htmbord/HO-Scale%20Couplers.htm

just pick what will solve your problem.

Since I am at it,,,,,,,Accurail is coming out with a 50ft doubledoor steel boxcar soon in Pere Marquette.
Accurail also has a few other PM cars too.  A triple 70ton hopper, a 55 ton hopper, and 40ft wood reefer.

AND they also have a 40ft outside braced wood boxcar [4500 series] in Nickel Plate Road.

Good news for anyone that has a Bachmann 2-8-4 Berkshire Pere Marquette or the MTH version but still needs a caboose for it!

Altas has just announced a new run of their Trainman Coupla Caboose which will include two roadnumbers for Pere Marquette.  Roadnumbers will be A904 and A913.

These should be out around August 2011 if all goes well.

For Nickel Plate Road fans,who have the 2-8-4 Berkshires ,Atlas should be releasing two NE-6 cabooses in roadnumbers 759 and 769  sometime this month [FEB]!

All the above advice above is good, tried and true.

Another is track cleaning cars. Bachmann just happens to make some. The Bachmann cars do a good job.
I have one and it does work.
The cleaning pad itself needs to cleaned now and then, let your eyes be the judge as to when.
To clean it, just remove the pad and put it in the silverware basket of your dishwasher [assuming you have one] just be sure to remove the connecting pins from the pad 1st!

The car does have some weight to it, it is heavier than a normal car,I tend to put it right behind the loco on a consist.

To remove the really caked on stuff, a plastic scrubber works well.
If it won't scratch non-stick pots and pans or metal pots and pans, it will not hurt your track.
Scotchbrite,,you can get these at the supermarket, dollar store,,almost anyplace.
http://www.scotch-brite.com/wps/portal/3M/en_US/Scotch-BriteBrand/Scotch-Brite/Products/Directory/

Depending on the size of the building there are other options.
Dry Ice, i have seen this done in Locos,,great for those with health issues with smoke smoke but still like to actually see "smoke".
Halloween fog machine rigged up in such a way,,use your imagination on that one.

90* angle.
If the two are going to be seprate loops, just be sure to fit a straight piece at the ends of the outer loop, so that the outer oval is now more of a rectangle.
OR use 22R curves for the outer loop.
Either way it should be a tight fit.

IF this is what you have in mind, or something like this one
http://www.trainsetsonly.com/page/TSO/PROD/150-HO10      you should be OK

IF this
http://www.trainsetsonly.com/page/TSO/PROD/150-HO11

you have a some wiring to do,,the above forms a reverse loop.

Try the parts and service link as well.  up top in that red bar.

Watch this video if you have DSL or cable on,,in the video you will learn how to take apart a 0-6-0.

http://www.youtube.com/watch?v=OtW8Gx_WxL4&feature=mfu_in_order&list=UL

The main trick after removing the screw is to take a precision screwdriver and place it between the cylinder and
the frame, there is a tab there,,this is what holds the shell to the frame up front.

No,,But i looked it up anyways.Cool graphics!   

All that really matters is if YOU like it.

And that is what those Hawthorn trains are about, to appeal to those who DO like that sort of thing.
To some the cost is worthwhile, others would not give a nickel for them.
Hawthorn trains are not at all aimed at the rivet counting everything MUST be prototypical crowd. 

Some People LIKE the smoke option.

When running smoke,,be sure to have a track cleaning car somewhere in the consist.
Most of the smoke will just evaporate, and not rain oil on to the layout.
Any smoke fluid that does come back up and out of the smokestack can simply cleaned off of the loco with a dry rag, like an old t-shirt.

Myth Busting next,
Running smoke will NOT make your layout look like someone sprayed it with food release. You would have run your loco 24/7/365 to do this.
Smoke or no smoke,,your layout will collect dust either way.
"The smoke is not realistic" -> No more "not realistic" than none at all.

MTH makes what you are looking for. The catch is the decoders, MTH tend to be proprietary.
Much like VHS vs Beta Max,  or Blu-Ray disk  vs HD DVD.
In this case  we are talking about DCC vs MTH's  DCS.

You should be able to swap about the DCS decoder for a DCC decoder of your choice.
some MTH steamers
http://www.modeltrainstuff.com/Steam-Locomotives-HO-Scale-s/1461.htm?searching=Y&sort=3&cat=1461&show=40&page=1&brand=MTH

This should appeal to all modelers out there!  Too cool to not share,,and there is a model train mentioned, see if you can spot it!  Hosted by Mike Rowe,,,,watch it, good lessons to be learned here

http://www.youtube.com/watch_popup?v=DmrCuaZRO7A

a quote, does this sound familiar?
" it is 99% finished, the remaining 1% will probably take another 30 years"

Brass is still out there! These from a simple google search, Brass is alive and well.
http://www.brasstrains.com/Classic/Trains/Scales/HO-Scale

http://www.caboosehobbies.com/catalog/advanced_search_result.php?scales_name=HO%20Scale&sku=BC~BR

http://www.railmodel.com/default.asp

and there is quite a number of others.

Brass rails, can usually be found used for cheap.